The installation is really easy. Note that it doesn't matter where you specify your document root - it's only intended for the ZendOptiomisationSuite console items.. Which means that so long as you set up an approporiate VirtualHost entry in your httpd.conf for the Zend suite console, you'll be okay.
Using Zend seems pretty easy, though you'll find yourself running apachectl graceful more than ever before ! I have only had a quick play with the kit and haven't yet run any significant benchmarking tests.. I'll post back when I have some more groudbreaking opinions to make !