Most likely (given what you say is in there) you will not be able to do this.
For things that are "played" by the browser, the browser must have access to the file itself. If you can set up your server so that these files are in the "WEB path" then you can use the external album capability of Zenphoto and use that folder as your "albums" folder. Zenphoto has only one albums folder, though, so all your items would have to be housed in that folder.
Please see the commentary in the zp-config.php file for how you would do this. Also do a search on "external album" to see what else has been discussed on the subject.