Videoconfig is a Zenwalk's tool to get X, the graphical server, up and running properly. It will probe for monitor refresh rates and optimal resolution, and check which video card you are using.
To start, you click on Video configuration on ZenPanel.
You will get the following warning.
Be smart – don't ignore this. If you don't aim to configure X (which shouldn't be needed at this point, since it has been done during the post-install routine), press OK, then you'll get the following window.
Yes, from here, you can setup the Xfce compositor to allow transparency, shadow...
This last window will let you setup if you want a graphical or text login.
As the warning box told you – configuring X should be done in text mode. This is less difficult than it looks, provided you start out with the right tools. Log out as a regular user, press Ctrl+Alt+F2 to switch to a terminal, login as root, and issue init 3. X will be shut down and you will be returned to another terminal. Log in as root again, and run videoconfig. Now you'll get a dialog box asking you if it detected the right card and refresh rates. If it's ok, press yes. If not, exit and configure manually with xorgconfig, or edit /etc/X11/xorg.conf by hand. This last option, however, is not recommended if you are not familiar with X' configuration file.
Videoconfig will set up X for you. If you still aren't satisfied with your X configuration, or the Zenwalk setup utility detects your card badly, you can do it all by yourself running xorgconfig. See the xorgconfig section for more info.