Hi Peter,
Please refer to section 3.3 (step 4) of the Zetadocs Express Installation Guide for info on how to specify the Zetadocs Archive Service Address.
Please be aware that you are not specifying a folder location on the Zetadocs General Settings page, instead you specify the service address. This service address will include the server name that you have installed the Zetadocs Archive Service on (http://<servername>/ZetadocsArchive). This web service is responsive to manage the archiving and retrieval from the shared network folder (which must be called "Zetadocs Archive").
I hope that helps.
Kind regards,