Is this an assignment?
ZD1 "triggers" Q1 when V_zd1 + Vgate_Q1_trigger equal the desired trigger voltage - here about 6V.
So Vzd1 needs to be about Vtrigger - Vgate_Q1_trigger
Q1 needs to be an SCR rated at usefully above Vin_max (here 30V) and able to smile at Ioverload (here 5A)
C1 is meant to deal with the odd voltage spike - OK as is - somewhat larger not harmful, probably.
C2 R1 form a time delay filter of sorts.
C2 charges via ZD1 which slows rise down a tad at very low overloads - with R1 keeping SCR gate low at low Zd1 currents.
C2 also holds gate high briefly after SCR triggers with R1 discharging it if the SCR gate current has not done so.
As the fuse will hopefully have blown long before then the values are not too critical.
You did not mention F1.
A 0.25A fuse "may be a little under-rated" for a 5A load.
It's not obvious that Sd1 is essential - IF the load is reactive (C or L) it may prevent (or modify) them affecting operation.