I believe you want to enable Forced User Authentication. Quoting from the help:
Forced User Authentication
Instead of making users for which user-aware policies have been configured go to the ZyWALL Login screen manually, you can configure the ZyWALL to display the Login screen automatically whenever it routes HTTP traffic for anyone who has not logged in yet.
This works with HTTP traffic only. The ZyWALL does display the Login screen when users attempt to send other kinds of traffic.
The ZyWALL does not automatically route the request that prompted the login, however, so users have to make this request again.
You can do this from the Auth. Policy section in the USG (where you can also find the Help link.) FYI: I've worked with USG 20s, 50s and 100s and am fairly familiar with them, but haven't tried doing this.