PHP's include path is defined within the php.ini. It's generally set to somewhere like /usr/share/php, which means you would put the Zend directory found within library in /usr/share/php
As for your systems execution path, this can be found easily by typing....
echo $PATH
In a terminal.
Generally, I create a local bin directory and place this on my $PATH, then any custom scripts I need on my path go in /home/<username>/bin
You can add to your current $PATH by editing your .bashrc file found within your home directory. I line like:
PATH=$PATH:$HOME/bin; export PATH
Will do what I described above.