That PSU will only deliver a few 100mA. Changing the Zener diode will alter the output voltage but to increase the current you would have to scale down the 1K resistor in the base of the power transistor and possibly also change the transistor below it to one with higher current rating. Your biggest problem will still be power dissipation. at 4A / 24V you would have to limit the input voltage to 33V and thats if you can keep the temperature below 25C.
Possibly a better solution and with fewer components would be to 'wrap' the transistor around either a 7812 or 7824 regulator so they share the load current between them. This would also have the benefit of thermal shutdown if they got too hot. If it has to be a variable voltage, wrap it around an LM317 instead.
When thinking about 24V at 4A (=96W) a switch mode PSU would be more efficient.
Brian.