A framework is just a library with ready-to-use functions, ment to make it easier to create your website. It's just like "normal" php programming, but most functions people often use are already implemented so you have to do less work. Of course you have to work with it to learn all of it's possibilities, and they most likely have a tutorial and complete manual.
I've never used it myself so I can't help you with any coding, but I'm guessing you can download it at their website, http://framework.zend.com, probably by clicking the big image which says "Download now" 
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