Dennis GS-4: I generally share RickO's opinion, although my setup is slightly different than yours so I'd recommend that the first thing to do would be to read the Owner's Manual that came with your ZW-L (to determine its capabilities) - if you haven't done so already - to see what if anything it says about running MTH engines.
Using my CAB-1L, a BASE-1L and a Legacy PowerMaster (and, like you, I wanted to be able to operate a few MTH locos because of their attractiveness) I'm able to run my MTH engines in conventional mode and, like RickO says, can access 'some' MTH features. The sequence that's stated in my PM-L manual - when starting up an MTH loco - is as follows...
1. Press TR or ENG on the CAB Remote.
2. Enter the ID# of the LEGACY PowerMaster unit into the numeric keypad on the CAB Remote.
3. Press AUX1,9 on the CAB Remote.
The power up sequence has been activated.
DO NOT PRESS THE DIR BUTTON; full power is applied to the track at this point.
4. After the engine sounds begin (or five seconds), enter the track voltage setting. Press 8 to supply 30% of full power.
NOTE: If you do not enter this number, your locomotive will take off as soon as you press the DIR button on the CAB Remote!
5. Move 'em out! Press the DIR button on the CAB Remote.
That's why I said to read your ZW-L OW first as there may very well be something alluded to MTH engines in it.
Good Luck!