To enable the overlay, we need:
1. Find the file steam_api.dll in the folders of installed Steam games, for example, Serious Sam 2. Copy it.

2. Paste in the folder with the game Zombie Shooter 2. The path of the game should be something like this: C:\Program Files (x86)\Steam\steamapps\common\Zombie Shooter 2. You can find the folder with the game in the same way (properties - browse local files):

PS. In case the file doesn't suitable, too lazy to look for it or not installed games, below there will be links to the download.

Yandex.Disk: https://yadi.sk/d/AslEJ4PvzmVPfA
Google Drive: https://drive.google.com/file/d/1vG67SMj7LGxGzj2FSvASWz8JqcvRPY3t/view