A few version back the Zend Framework introduced a handy component that can help you get a Zend Framework started quickly - Zend_Tool (and the command line "zf"). It works like a charm on unix-based systems, but has some quirks about it on Windows. To help with the situation, Cal Evans has posted a guide on Zend_Tool and how he got it working on his Windows 7 platform.
One of the cool things about Zend Framework is it’s cli tool, Zend_Tool. (zf) When zf works, it's awesome. However, when it breaks, it's a real pain in the butt. [...] Even though it's made great strides, setting up zf is still not seamless. To that end, here is my list of steps needed to setup zf.
He's using XAMPP on a Windows 7 machine and has a list of eight steps you'll need to follow to get Zend_Tool playing happily including locating certain directories (your general path, the path to your php.exe) and a few commands to tell the Zend Framework where to correctly deposit its files. If all goes well, you'll get this kind of result (screenshot). He mentions a slight problem, though - defining your own providers and them not being recognized. It can be corrected, though, using this handy tip.