Okay, this is a  'relatively speaking' thing. Compared to guns - yes, the Zulu's weapons were inferior. But compared to the weaponry in use in Southern Africa by the other tribes at the time, it was vastly superior. 
Early-to-mid 19th century Southern African weapons of war were largely confined to the throwing spear. A ranged weapon that offered a good deal of safety. Coupled with light leather shields - designed to deflect an incoming spear (it couldn't have blocked anything), and a club (knopkierie) in the event that somebody did get in close. 
Now compare that to the Zulu Assegai that Shaka designed. That weapon is useless, in fact almost impossible, to throw. It has a long, broad blade (far longer the handle). That's not a spear - even if he called it one. It's a broad-sword. Shaka brought swordsmanship to Southern-Africa. He couples this with a much larger shield, designed to also provide close-range defense.

An unstoppable infantry in a land of light artillery.