There already are some guides of how to setting up Zend Server in Ubuntu and one good example is one from Informasjonsviteren.

I used an Ubuntu 12.04 x64 on Amazon EC2 in this guide:

sudo vim /etc/apt/sources.list
add this at the bottom:
deb http://repos.zend.com/zend-server/deb server non-free

wget http://repos.zend.com/zend.key -O- |sudo apt-key add -
sudo apt-get update
sudo apt-get install zend-server-ce-php-5.3
sudo vim /etc/apache2/httpd.conf
add this at the bottom:
ServerName localhost

sudo apt-get install lynx
sudo /etc/init.d/apache2 restart
sudo /usr/local/zend/bin/zendctl.sh restart

To show status of zend server:
sudo /usr/local/zend/bin/zendctl.sh status

sudo chown ubuntu -R /var/www
sudo nano /etc/profile
add this at the bottom:
PATH=$PATH:/usr/local/zend/bin
LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/local/zend/lib
source /etc/profile
sudo chown ubuntu /etc/apache2 -R

Try accessing the site on http://#PUBLIC-DNS# for example http://ec2-xxx-xx-xxx-xxx.eu-west-1.compute.amazonaws.com

If it shows you a page saying "It's working" then you are ready to upload your php files to /var/www. If it did not work check the Security group settings in EC2 (if you are running on EC2 ofcourse). Also check status of the zend server (as descibed in the guide)

Visit https://ec2-xxx-xx-xxx-xxx.eu-west-1.compute.amazonaws.com:10081 to get to the Zend Server Installation guide. Remember to open 10081-10082 in firewall (Security group setting in EC2). Only open theese ports for your ip.

Use /etc/apache2/sites-available/default for configuring the apache server.

For installing mysql aswell:
sudo apt-get install mysql-server
sudo apt-get install mysql-client-core-5.5