Just save the game normally. Don't put in a disk or anything.
The game will be saved to your mount point for the C: drive. For example, If your mount point is /Users/Foo/Documents/Zork/, then the game will save to the ./save/ directory in the ./Zork/ folder.
When you want to resume playing, load up Zork then type restore at the prompt and press Enter. It should point to your existing save file. If not, type where your save is located, for example, C:\Save\zork1.dat, then press enter.