Install zend on Ubuntu is very easy. Simple use the synaptic package manager.

$ sudo apt-get install zend-framework

This would also install zend-framework-bin and libzend-framework-php packages.

Once installation is complete, run the following commands to locate zend-framework.ini and zf.php files:

$ sudo updatedb
$ locate zend-framework.ini
/etc/php5/conf.d/zend-framework.ini
$ locate zf.php
/usr/share/zend-framework

Create an alias to zf.php by opening the .bashrc for editing

$ vi ~/.bashrc

and adding the following line

alias zf='/usr/share/zend-framework/zf.php'

Note: You need PHP 5.2.4 or above to use Zend