The most common setup in the Windows Win32 environment, is to copy the zf.bat and zf.php into the same directory as your PHP binary. This can generally be found in one of the following places:

C:\PHP
C:\Program Files\ZendServer\bin\
C:\WAMP\PHP\bin

You should be able to run php.exe on the command line. If you are not able to, first check the documentation that came with your PHP distribution, or ensure that the path to php.exe is in your Windows PATH environment variable.

The next order of business is to ensure that Zend Framework library is set up correctly inside of the system PHP include_path. To find out where your include_path is located, you can type php -i and look for the include_path variable, or more succinctly execute php -i | grep include_path if you have Cygwin setup with grep available. Once you have found where your include_path is located (this will generally be something like C:\PHP\pear, C:\PHP\share, C:\Program%20Files\ZendServer\share or similar), ensure that the contents of the library/ directory are put inside your include_path specified directory.

Once you have done those two things, you should be able to issue a command and get back the proper response like this:

If you do not see this type of output, go back and check your setup to ensure you have all of the necessary pieces in the proper place.

There are a couple of alternative setups you might want to employ depending on your server's configuration, your level of access, or for other reasons.

Alternative Setup involves keeping the Zend Framework download together as is, and altering both your system PATH as well as the php.ini file. In your user's environment, make sure to add C:\Path\To\ZendFramework\bin, so that your zf.bat file is executable. Also, alter the php.ini file to ensure that C:\Path\To\ZendFramework\library is in your include_path.