If you're running Chrome on Windows, here's how you can easily find the paths for tls.cert and lnd-admin.macaroon to use with Zap Desktop. Pleast note that this will not be necessary soon as next version of Zap will allow you to browse and find the file with a graphical interface.
When you download the files, you get this in the bottom of the window (depending on the browser it may look different, this is from a french version of Chrome)
Click on the button on the right. This will open the details of the downloaded files.
Click on Display folder (or whatever that is in your language)
You should see the tls.cert file and lnd-admin.macaroon if you have downloaded that one too.
Click in the path bar, it will turn into something starting with C:\Users
Then paste it in Zap Desktop. Add /tls.cert in the TLS field and /lnd-admin.macaroon in the other one.
That should do it, you're awesome.