The former Chelsea and Italy superstar takes his Watford side to Leicester for Thursday night's semi-final first leg after they narrowly missed out on automatic promotion on Saturday.
A last-gasp defeat by Leeds condemned the Hornets to the play-offs when a victory would have taken them into the Barclays Premier League.
Zola now faces the biggest game in his fledgling managerial career, although he stressed: "They said that about Saturday!
"But there is always a bigger game ahead of you. The next one is important and the second leg on Sunday even more important.
"If I want to be a successful manager I have to play important game after important game, it is a challenge.
"I never played a play-off as a player so I can only imagine the importance is more like playing at a World Cup or European Championship. You are playing a series of finals. But we will take it step by step."
Zola insists spirits are high in the camp despite Saturday's disappointment and has backed his young team to cope in the play-off pressure cooker - even if their manager might not.
"There are 18 teams who would like to be in the position that we are in," he added.
"As a player going into a big game sometimes you think you have to do something special but when you play big games what makes the difference is if you do the simple things, because sometimes the pressure is so much you can't do that."