I wouldn't run them on maximum volume you might damage your ears!
In terms of windows, settings make sure windows is recognizing the Z and in the windows I like to set volume at 50%, but you might want to play around with the settings. Just don't set it too high because you'll be mostly using the Sound Card Z for all your settings. Cranking up both could cause some distortion.
For the Sound Blaster card, my setting might be different than yours. And I set different custom settings depending on what kind of music I'm listening to or movies, or TV and gaming. So you have to set levels to your liking.
Feel free to ask more detailed questions so we can better help you. BTW, nice headphones and soundcard!
Happy listening, the Prisoner...