Hi Andy,
Depending on the changes you've made to your current template, it shouldn't be too difficult to combine the two.
In the zip file you downloaded is a file called 'changed_files.txt' which details the files used for the uktemplate.
If you haven't customised any of those files, it's just a case of changing the folders named 'uktemplate' to the name of your template and then uploading the files in the normal way and overwriting your existing files.
In your case, there should be no need to upload any of the files in /includes/languages/english/html_includes/uktemplate/
I'd suggest that you use winmerge to determine the changes in /includes/languages/uktemplate/english.php (where uktemplate is the name of your template) as this is the most common file that people modify.
Not knowing how far you've got with setting up your template and what your 'missing pieces' are, makes it difficult to help with explaining your sql file. But I'd hazzard a guess that you can run the sql file and it will sort most things out for you. The only part of the instuctions you wouldn't need to do is select the 'uktemplate' from the available templates. The remain sql shouldn't cause a problem.
As with any mod or change I'd make sure that you back-up your existing database and all of the files from Zen Cart.
I hope this helps. If you need more info please repost.
Kev