If there aren't classes for Zumba available in your region, the best you can do is follow along with Zumba DVDs or Zumba video games. If you have a specific question about particular Zumba moves, it's best to ask those as separate questions rather than in one large question.
Zumba Fitness Exhilarate is a DVD set that's available from the official Zumba website and on Amazon and is probably available in other e-commerce websites depending on where you look. I'm guessing it might be physically available in stores too. This particular DVD set is a newer version of the previous one (at least that's what Amazon says), Zumba Fitness Total Body Transformation System. Its may or may not be available depending where you look.
There are also Zumba Fitness video games for the Wii, PlayStation 3 (using the Move controller), and XBox 360 (using the Kinect peripheral). I've tried Zumba Fitness 2 on the Wii, and didn't feel it was particularly instructional. There is a tutorial section that breaks down the moves slowly, but a lot of it just you imitating what's on-screen. It takes practice to get used to some of those moves if you are unfamiliar with them.