Hi there and welcome,
Do I have to install the premium .zip file theme ?
Yes – keep the GP Theme installed and active.
And then install the GP Premium Plugin in the Dashboard > Plugins
More info here: https://docs.generatepress.com/article/installing-gp-premium/
and do my design settings again ?
No – GP Premium plugin extends the Themes options, all your existing settings will be kept.
Or can I in my WP-ADMIN only copy/past my licence somewhere ?
No – the plugin needs installing first and the license key needs to be entered into the GeneratePress Admin.