Styling Superfish menu with Zen and Sass
The latest version of Zen is organized according to the SMACSS way. However, what SMACCS calls modules is called components in Zen. This to avoid confusion, since Drupal already has a definition for 'modules'. SMACSS defines modules (or components in Zen) as follows:

..Module is a more discrete component of the page. It is your navigation bars and your carousels and your dialogs and your widgets and so on...source

All SASS code concerning components is stored therefore in your_zen_subtheme/sass/components/_misc.scss file. I would choose to add style rules for your Superfish menu there. You can use the Superfish classes (with the .sf prefix) to target only the Superfish menu instead of all menus.