^^ That is the important part.
I haven't used Zenworks for desktops for app delivery for years, but you should be able to install as admin easily.
From what I remember though you don't deploy the .msi itself, but use a Zenworks tool to take a state capture of a test machine, install the app, terminate the capture and it then builds a deploy package for you that the users can then go into their "My Apps" or whatever folder and run to install it themselves.