Hi James,
Assuming you mean to set this up via HELM, go into Domains, pick the relevant hosted domain and then go into "Website Settings". In the top box (of the two visible), you can select "Website Write Permissions".
You may find that this doesn't work as expected if Frontpage Extensions are enabled, and I suspect you will find you need to pre-create the required directory structure. If you run into any other issues (as I did!), get in touch with Zen Support, as they will be able to set folder permissions explicitly on the server.
Matt Chatterley
Web Design | Web Development | eCommerce Services - Mattched IT