Instead of "integrating" zenphoto into it, your overall, easiest way to make it all look the same is by modifying the css to make it look like your drupal site.
The way I do it is take the template(I use joomla all the time.)index.php from the template, pull out everything but the divs and start stuffin zenphoto if next album/image loops where you want your pictures displayed then just start tweaking from there. Zenphoto's template system is extremely simple for this type of styling.