Rob Allen has a quick note on his blog about his tutorial for the Zend Framework:

A few people have asked about updating my Getting Started tutorial for version 0.8 of the Zend Framework. I finally had a chance to check the code and it worked fine with no changes (as expected!)

The tutorial covers all of the "get you up and working" aspects of getting into the Zend Framework including download, setup, bootstrapping, and a simple application to get you familiar with how to develop in it and where to put everything.