First, you have to setup WebDAV on your Zotero desktop client.
You can read the Zotero documentation to know how to setup your server.
Please, check the Zotero folder has been created in your WebDAV server and that a file named "lastsync.txt" exists in it.
Then log in PaperShip using your Zotero account, swipe to the left panel (your library), and scroll to the bottom.
Tap the settings button and then select "Zotero File Hosting" option.
We provide you with an easy to use "box.com" option, or you can also link PaperShip to another WebDAV service.