How do I install the Italian language site?

You have to select Italian in Admin -> Options -> General -> Language.

Your server must also support the language.

There is TOTES in the zp-core of the Italian language but do not understand how to install it

What does "TOTES" mean? You can enable the language as it is included in the package. To use Italian your server requires Gettext support and the Italian locale installed. Please contact your host about that.

Totes is a word I misspelled I'm sorry.
Practically I should contact my web hosting space? but there is not a way to load it through the admin panel?

Here's an example of how it should be set on the "admin panel".
http://www.fredsondaar.nl/zenphototest/albums/languages/language-setting.png

And yes, if that doesn't work you will have to contact your host.

I tried but it did not translate will try again and if it does not work contact the hosting thank you aid.