Hi Mic,
First welcome to the Forum.
Your AP the R500 is running what we call standalone firmware that can connect to the SZ/vSZ/SCG and ZD controllers.
If you go into the CLI just type set director x.x.x.x were x.x.x.x is the IP of the Zonedirector, then it will show up in the webinterface of the ZD.
You will need to approve the AP there, and then the AP will get a 9.9.x.x firmware and the AP will be managed via the ZD further.
Kind regards
Martin