Setting up nameservers is where you register a domain specifically as a nameserver. A nameserver basically a dedicated domain that points to your servers ips. Which you don't have to do.
All you have to do is point your domain at the Zensix nameservers. Click on your domain in namecheaps backend, and then click on 'Transfer DNS to Webhost' and put the Zensix nameservers in the corresponding boxes.
Namecheap is normally ultra fast, meaning that it will update nearly instantly. On one occasion I've had to wait upwards of 2 hours but that was pretty rare.