Zoneminder binaries are in /usr/lib/zm/bin/ which is not in the $PATH for either a normal user or root. So you would need to use the full path like this:
# /usr/lib/zm/bin/zmu
The other issues you are experiencing are most likely related to your webcam. It may work properly if you can find the correct resolution & palette. Output from /var/log/syslog may give a clue, but unless someone who has used this camera cam help, you will just have to experiment with the settings. Google may help you find specifics of what modes your camera supports.