While Core does ship with a large list of extensions (which are all QA'd and supported by Zend) there are times when you would like to include non-official extensions from PECL for various reasons.
He breaks it down into a few simple steps - download, "phpize" the extension, compile it and add the extension to the php.ini. He details the second step of the process (the phpize) because of some of the differences there are between doing it for a normal PHP install and a Zend Core install.
He also provides directions for an exception to the rule - compiling a PDO driver for your ZC install. You'll have to trick the Zend Core installation into using the right files, though. Full instructions are included.