The 90-year-old club is representing South Africa very well in their first-ever involvement in the competition.
They currently sit second on the Group B log with six points gathered in three matches.
Speaking to snl24.com/kickoff, Zungu made it clear that they are gunning for a spot in the knockout stages.
"Well we have our own goals my friend, we've got players, we've got coaches, and we've got the spirit," Zungu says.
"When teams come here they must feel us, our plan is to progress out of the group stages. We want to reach the Quarterfinals at least.
"But saying that we also understand it is not easy because the two games we've won so far were played here at home.
"So the plan is to win our last home game against Raja Casablanca.
"As we are preparing to leave for Algeria, we must not allow Setif to return the favour and beat us. At least if we can get a draw there.
"Raja Casablanca, we can get a win or draw, because they are a strong team.
"Then beat Horoya, that way we will progress. It proves once you are prepared for a challenge, nothing stands in your way.
"The day we qualified for CAF Champions League, that's when our preparations started."