You should be able to plug your guitar in into the Zoom G3 and plug the G3 into the computer. The Zoom G3 has a computer interface to plug directly into your computer through a USB cable.
From the description from Zoom "G3 operates as an audio interface, letting you record directly to your computer via USB. All of your sound settings used during rehearsals or live performances can be recorded to your favorite DAW ..."
There is no reason to use the M-Audio unless you want to simultaneously (at the same time) record vocals and guitar or record more than one source at the same time.
Plugging directly from the Zoom G3 into the computer would reduce latency (the delay between what you play and what you hear if you monitor the output). If you just want to record the guitar output from the Zoom G3 into Reaper and then add other instruments or vocals separately, I would just plug the G3 straight into the computer. There is no need for a separate interface in between the Zoom G3 and the computer.