Najibullah Zazi, the Afghan immigrant who was a key player in what the federal authorities have said was one of the most serious threats to the United States since the 9/11 attacks, is expected to plead guilty to terrorism charges this afternoon, a law enforcement official said. Mr. Zazi is scheduled to appear before Judge Raymond J. Dearie at Federal District Court in Brooklyn at 2:30 p.m. to plead guilty conspiracy to detonate bombs in the United States, according to the official.