For some time now I use Zend on daily basis...
Do you want to install Zend Tools ?
'Cause there are no installation steps for Zend Framework, you have to simply unpack libraries to folder and you can use it.
here is the library
link to minimal Zend Framework (ZIP)
Download it and here are simple instructions taken from the included file(in the package)
INSTALLATION
------------
Zend Framework requires no special installation steps.
Simply download the framework, extract it to the folder you would like to keep it in,
and add the library directory to your PHP include_path.
To use components in the extras library, add the extras/library directory to your PHP include_path, as well.
If you would like to use Zend_Tool, simply add bin/zf.bat (for Windows) or
bin/zf.sh (for anything else) to your system executable path.
you should be fine with these instructions, as long as you are able to configure Apache correctly