I was facing similar conundrum, as the documentation on the Zentyal Wiki lacks detail exampling in this area, but I believe I have sorted it for our case (using Z.6.0.1)
I realise this thread is now classed as quite old, but thought I'd post my solution in case anyone else came across the topic in a search result like I did.
Scenario:
Our HR team have an existing top-level share, and had added a sub-sub-folder in that, which they wanted to share directly to our reception team without giving access to all the higher level content.
In the "Share path" text box of the Zentyal File Share editor, I pasted the path from the HR-users path, then changed the original back-slashes (\) of the sub-folder pathing, that Windows uses, to forward slashes (/).
Zentyal allowed that. Once that stage was saved, I then added the access permissions by using the Domain security group method.
The permissions can take a little while to apply - possibly varying by how much content it needs to process, so some patience is required while the system does that.
Hope that helps anyone else looking to achieve the same type of configuration.
Alec