The latest versions of Zend Framework come with a handy little tool that gets you up and running with a basic Zend Framework install within a few moments. When you have downloaded Zend Framework you will notice that in minimal and full there is a directory called bin. This seems to be intended to contain lots of different tools, but at the moment it contains three files that are part of Zend Tool.
The important file in this directory is zf.php which is the actual core of the tool. The other two files are used depending on what operating system you are running. If you are running Windows then it is zf.bat that will be used, otherwise it is zf.sh that is important.