How do I integrate a custom payment gateway on Marketpress?

I am trying to put up an online store and needs support for Indian Banks. But none of the in-built gateways support this. So I am trying to integrate PayZippy, popular service in India.
They do have an API for download -

But I haven't done this before. So I need some help. Can you guys help me integrate this? Any references would be appreciated. Thanks.