Have you just started using GOG Galaxy? I noticed it keep games and saves on it's own folder separate from the manually installed games. So if you started using Galaxy it won't find your old saves unless you copy them on the right folder.

So I have my old Zak saves here:
C:\GOG Games\Zak McKracken and the Alien Mindbenders

And my GOG Galaxy saves here:
C:\Program Files\GOG Galaxy\Games\Zak McKracken and the Alien Mindbenders\saves

Can you check your folders and see any saved gamed files? They are named like this: "zak.S00", "zak.s01" and so.

Oh, also, make sure you're running the same version you used last time you played, since the installer includes two versions of Zak (Floppy and FM Towns) and saves from one version shouldn't work on the other. I don't know where Galaxy keeps the saves for the Floppy version, since I'm not at home right now, but here in the office I have installed the non-Galaxy game and the saves are located here:

C:\GOG Games\Zak McKracken and the Alien Mindbenders\FDD

These are named different than the FM Towns saves, like this: "zak-fdd.s00" and so forth.