You need to have completed the game at least once because the Zoradius mission is in the Extra Missions mode which is only available after game completion.
It is unlocked by going into Extra Missions, choosing whichever Jehuty you wish, select Boss Battle and then Stage 3 - Vic Viper. Once the fight has started, pause the game and press Up, Up, Down, Down, Left, Right, Left, Right, LB, RB. You should hear a little musical jingle to let you know you've done it right. Use the D-pad for the directions, it's more accurate. Not sure if the analogue stick works.
After completing the fight and saving, go back to the character select portion of Extra Missions and you'll see Vic Viper is selectable for his mission Zoradius.
I'm not sure if you can enter this code during story mode to get the same effect, but it wouldn't hurt to try. I'm also unsure if you need to find a specific Ex Mission object in-game to open up the specific boss battle or if they are simply open once you beat the game. If they're not, here's a handy guide to finding all of the EX Missions. I can confirm it is not #2 on the list.http://www.gamefaqs.com/ps2/561586-zone-of-the-enders-the-2n...
All credit for this guide goes to the author - ReverseTheMonkey.
As for the mission itself, it's a 3D version of Gradius. It took me a few attempts to beat it. The main strategy will come from choosing which upgrades you want and when.
I've linked a video guide from the ever helpful Keahpathic below. He'll run you through it.