Yes you need to install the shared library too. If you run VIPM to install the package you should have gotten a prompt somewhere along the install that asked you to allow installation of an additional setup program. This will install the NI Realtime extensions for the LVZIP library.
After that you need to go into NI MAX and go to your target and select to install additional software. Deselect the option to only show recommended modules and then there should be a module for the OpenG ZIP library. Install it and the shared library should be on your controller.