Sundowns will take on the Egyptian giants at the Cairo International Stadium on Sunday (kick-off: 19h30).
Both sides have three points following wins over Enyimba, with Downs topping Group B on goal difference.
Pitso Mosimane's side beat ES Setif 2-0 in their pool opener, but the result was chalked off after the Algerian side were disqualified from the tournament for crowd trouble.
“There are three teams in the group now and two must qualify. Already we have three points so this also puts us under pressure to win the game against Zamalek,” Zwane says.
“We’ve watched them before and some of the games they’ve played. The only thing we saw is that they move the ball quickly and they are good in set-pieces… and they press. We have a plan for them. We must also avoid corners and don’t give them set-pieces.”