Not a good description what to do exactly. I figured it out myself, so for everyone who has the same problem here is the answer:
1. Start ZennoPoster
2. Go to sources
3. Click on Help Wizard
4. Select "One source" and click next
5. Select "File on disk" and specify the .txt file where your private proxys are stored, then click next
(Proxys should be in the following format --> Login
assword@IP
ort)
6. Select "Paid" and click next
7. Click add
That's it. Proxys should come up in the alive proxy list. If not, they are down (contact your provider) or you have to deactivate some filters and/or rules.