You need to either copy the library folder (containing Zend) to your C:\ drive (and leave your include path as is), or place C:\ on your include path (and remove C:\Zend).
Then, if you haven't (and are not going to) actually bootstrapped any Zend application your going to need to include the class yourself.
<?php
require_once 'Zend\Service\LiveDocx\MailMerge.php';
$phpLiveDocx = new Zend_Service_LiveDocx_MailMerge();
$phpLiveDocx->setUsername('******')
->setPassword('******');
$phpLiveDocx->setLocalTemplate('template.docx');
$phpLiveDocx->assign('Name', 'Mr. B')
->assign('Venue', 'Radisson SAS')
->assign('Date','06/07/08')
->assign('NumberofPeople', '10');
$phpLiveDocx->createDocument();
$document = $phpLiveDocx->retrieveDocument('pdf');
file_put_contents('document.pdf', $document);
?>