$n$ and $p^t$ are coprime numbers. Then, we can use the Chinese remainder theorem to deduce a ring isomorphism $\phi$ from $\mathbb{Z}_n$ to $\mathbb{Z}_s\times \mathbb{Z}_{p^t}.$
And $\phi$ is just $y \mapsto (y \mod s, y \mod p^t).$
In the proof, the value of $(x\mod s)$ is chosen uniformly at random at the beginning of the game : it's $z_2$ in the paper.
But $x \mod p^t$ is written as the indeterminate $X$ by the challenger (it's $F_2$). Because $1 \mod s = 1$ and $1 \mod p^t =1$, $(z_1,F_1)=(1,1).$
Then for all the new elements, they are written as a linear combination of $x$ and $1$ in $\mathbb{Z}_n$ and also (by using the chinese remainder theorem)
as a linear combination of $(z_2, X)$ and $(1,1)$ in $\mathbb{Z}_n$.
To compute the new coefficients for the $k^{th}$ element which is decomposed as $\lambda_1 \cdot 1 + \lambda_x \cdot x$ in $\mathbb{Z}_n$, you have to use the ring isomorphism $\phi.$
$$
\phi(\lambda_1 \cdot 1 + \lambda_x \cdot x) = \phi(\lambda_1 \cdot 1) + \phi(\lambda_x \cdot x) =
\phi(\lambda_1) +\phi(\lambda_x) \cdot(z_2, X)
$$
$$=(\lambda_1 \mod s, \lambda_1 \mod p^t) + (\lambda_x \cdot z_2 \mod s, (\lambda_x \mod p^t)\cdot X)$$
$$= ((\lambda_1 +\lambda_x \cdot z_2) \mod s, \lambda_1 \mod p^t +(\lambda_x \mod p^t)\cdot X) $$
We deduce that $z_k=(\lambda_1 +\lambda_x \cdot z_2) \mod s$ and
$F_k =\lambda_1 \mod p^t +(\lambda_x \mod p^t)\cdot X).$