Check to make sure that you are working with a .wav file and not a .mp3. Zoom recorders can not normalize a .mp3 file, only a .wav file.
This is due to the compressed nature of an .mp3 as normalizing a .mp3 would result in increased mathematical errors which could produce an even poorer quality audio sample. Normalization should only be done on non-compressed audio file formats.

A workaround would be to import the .mp3 to a digital audio program that converts the file to a .wav format such as Cubase, Pro Tools, Samplitude, Logic, or Audacity. Normalize the file and then export it out as a .mp3.