Sorry you are having issues with your install of Zen. Are you looking to open "outside" links in a new window - or links internal to Confluence?
Behavior for Outside Links is set at the brand level (see below). To open internal links in a new window, you should be able to use the New Window macro (just search for that in the macro browser when editing the page.)
Let us know if you have tried the macro already, but are still running into problems.
And knowing your version of Zen and Confluence would be a help for further troubleshooting. Thanks!
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