I am not going to tell you how to take photographs for stacking but there are a few things you should bear in mind.
It makes life easier if you are tidy with your stacks, save all of the Frames that make a Stack in a folder and don't put any other picture files in this folder.
There are two standard Macros which the beginner can try with their first stacks 'Do Stack' and 'Do Weighted Average' these can be found on the Macro menu. Don't confuse Macro in the computer sense, i.e. a named sequence of instructions for the computer to follow, with Macro in the photography sense i.e. closeup pictures taken at a one to one scale or with even more magnification. The items on the Macro Menu are concerned with groups of instructions to follow, click on one of the items mentioned above and a whole sequence of actions are taken, one after the other which will result in a stacked image. The advantage of this system over single fixed menu commands is that macros can be customized for many purposes. If you have loaded a different 'Macro Set' or customized one of the standard macros you can revert to the default macros by clicking on 'Restore Standard Macros'.
I will assume all of the Frames to be stacked have been loaded into CZM.
In most cases Stacking is extremely easy, just load the frames to be stacked, click on 'Do Stack', wait for the finished picture to appear, and then save it. One thing that may be useful to know is that the Active Frame before starting the macro is important, colour and brightness are matched to this frame, and all the other frames are aligned to it before stacking. So, for instance, if the top frame is a bit too bright move down the stack a bit to a better looking frame before starting Do Stack.
The best way to save the result is to use 'Save Rectangle As' which is on the File menu. CZ leaves a messy border around your finished picture you may wish to remove this before saving. Try pressing 'A', notice the dotted line around the picture moves in on the first press, and may move in again on the second press and then eventually jumps out again. The contents of the ractangle bounded by this dotted box are what 'Save Rectangle As' actually saves. You can also define your own custom cropping rectangle by pointing at one corner of the desired area, pressing and holding down the left mouse button while dragging to the diagonally oposite corner and then releasing the button. Once you have defined the area you want to save use 'Save Rectangle As'.
The stacking process used here copies parts of the input frames to a special location called the Picture, and then does a bit more processing to smoothe the edges where these parts meet, the result of this operation is stored in another special location called Out.
You can view any of these items either by visiting items on the View menu or pressing certain keys. When viewing the Stack the frame you are looking at is called the Active Frame. You can change the Active Frame by pressing the UP and DOWN Arrow keys, or by pressing F3 and choosing the new one from a list.
Pressing TAB repeatedly alternates between the display of the Active Frame and the Picture, this type of action is called toggleing from one to the other. In a similar way 'O' is a toggle key but this toggles between Out and the Active Frame.
I am mentioning the viewing options here because Save Rectangle As saves whatever is visible on the screen, so you can save a Frame the Picture or Out just by looking at it and then doing Save Rectangle As. To save confusion the window's title line shows what is being viewed e.g. 'V=Out' and also the name of the Active 'Frame A1=...'.
The Do Stack macro used here makes a new frame and places it at the top of the stack, above your input frames. This has a '*' after it's name which means it will not be included if you should run the Do Stack macro again.
When processing some types of stack using the above procedure some artifacts may appear, in many cases these are minor and can be edited out in your favourite art or photo retouching program quite easily. CombineZM offers some solutions to this problem. First if you have bristles or something similar that cross each other or are well above the background you may find parts missing from them or the ends missing, try using another macro in the Standard Set 'Weighted Average Correction' immediately after 'Do Stack'; or try the alternative stacking macro 'Do Weighted Average'. Second you may find patches next to bright parts of the scene which have 'glare' effects i.e. splashes of colour superimposed on them, again 'Weighted Average Correction' may solve this problem. At times it may be impossible to get an acceptable result using any of these methods then you could edit the output from 'Do Stack' manually in CZ or the best of the different possibilities mentioned above in another program.