Matthew Weier O'Phinney has put together a screencast showing you how to get up and running (a quickstart) with the latest release of Zend Framework 2.

One of the exciting features of the newly released Zend Framework 2 is the new module system. While ZF1 had modules, they were difficult to manage. [...] In Zend Framework 2, we've architected the MVC from the ground up to make modular applications as easy as possible. [...] To give you an example, in this tutorial, I'll show you how to install the Zend Framework 2 skeleton application, and we'll then install a module and see how easy it is to add it to the application and then configure it.

The screencast (also viewable over on Vimeo) talks you through all the steps in the process, but the code is also provided in the post along with screenshots of how the application should look at various steps.