Mwape's team are the first from Zambia to qualify for a World Cup - men's or women's - and they open their Group C campaign against former winners Japan before facing Spain and Costa Rica.
Mwape said Zambia are not going to the July 20. Aug. 20 tournament just to make up the numbers.
"Although we are just coming up, what I will say is we don't just want to add numbers to the tournament," Mwape told FIFA+ on Wednesday.
"From the little experience we have gained, I think we are able to challenge any team. It won't be easy, but it's others thinking we'll go there as underdogs. As far as I'm concerned, we are going to compete."
Qualifying for the World Cup had changed football in Zambia, with many young girls aspiring to play for the country, Mwape said.
Asked what his team will be aiming for at the Finals in Australia and New Zealand, Mwape added: "Success at the World Cup will actually shake the whole world because if we do well, I'm sure people will be surprised.
"Some of them won't even know where Zambia is. For them, it will be a case of looking at a world map to find out. But nothing is impossible. The results can go either way - and victory is possible."