I have a cpg that has more than 4000 images, can someone please tell me there is a relatively easy way to migrate all those images over to zen?

There is older 3rd party Perl script for an import here:
http://www.zenphoto.org/news/coppermine-to-zenphoto-import/

I am sorry, I have no experience or knowledge about Coppermine so I cannot tell if it still works.

Zenphoto is file system based so if Coppermine is as well you could at least copy folder with images and/or subfolders to Zenphoto's root albums folder. This will naturally not import any data unless stored as EXIF meta data within the images itself

Thanks for the reply. I'm now in the process of doing that.