If you ordered a pregnant male, then you can rest assured that your gravid male will deliver a brood of youngsters in due course unless something untoward happens to disrupt his pregnancy. If you ordered a mated pair of Zulus, then you received a male and female that have been paired up for one or more breeding cycles.
However, there is no guarantee that a mated pair will produce offspring immediately after being introduced to the aquarium. Most often, new arrivals have to go through an adjustment period during which they become accustomed to their new surroundings and their tankmates before they set up housekeeping. As a result, it often takes newcomers several months before they settle down and get serious about breeding and mating. You may have to wait for the right time of year (i.e., breeding season) to roll around and/or for the new arrivals to become comfortable and make themselves at home before they produce any babies.
Having said that, anytime you keep a healthy pair of seahorses together under favorable conditions, breeding is pretty much a foregone conclusion at some point. If you provide your Zulus with a nutritious diet, optimal water quality, and a stress-free environment, you can be sure that sooner or later they will produce offspring for you.
Heat stress is one of the factors that can prevent Zulu-lulus (Hippocampus capensis) from breeding in the aquarium, so make sure you keep your water temperature between 72°F- 75°F at all times.
Best of luck with your seahorses, Nigel!