Yes, UploadZen does contain a web part version of its Document Library uploader. It should be available for selection from the Web Part Gallery / catalog if the appropriate Site Collection Features are activated.

"to a location in server(not to a document library)" -- what kind of "location" is that supposed to be if not a Document Library? Note that UploadZen is a SharePoint tool, not a general "IIS/ASP.NET control writing files to your file system" -- in SharePoint, files and documents are stored in Document Libraries. You *can* use it as a Web Part anywhere in SharePoint you like -- but it still only uploads to libraries, catalogs and galleries (which are technically all document libraries).