Hi jingles,
The Zues is a fair bit along the main road, nearer to the way you come into Kefalos. Walking time to the harbour I reckon about 15-20 mins, depends on whether you walk or "stroll", strolling could take around an hour or more-all these bars and tavernas are tempting.
Beach around the Zues area isn't to bad, a bit sand/shingle mix with some larger stones as you go into the water. Take a boat round the headland to Paradise beach for pure sand.
From Kefalos most Greek nights are held up in the village of Zia at a place called Fantasia. Loads of places to book this locally, try Asklepios Tours amongst others. Book it locally as it will be a lot cheaper than through your holiday rep.
Another trip worth doing is over to the island of Nysaros to wander the narrow streets of Mandraki and visit the volcano to walk around in the crater.
Haven't stayed in the Zues, but have read a lot of good reports about it. I know there are some people on this site who have stayed in it, so they would give you a better idea what it is like.
Enjoy Kefalos and have a great holiday.

Andy.