netbeans uses phpDocumentor to provide inline docs for its code completion. In order to do this it needs access to the code files where the doc blocks are. In your case the Zend Framework code.
When you set up your project you need to tell netbeans where these files are located. Each project in netbeans has an include path folder like this
If you right click on this and click 'properties' you will be taken to a dialogue that allows you to add code from outside your project to the include path.
Add the library/Zend
folder to this dialogue so that you get something like this:-
This should allow netbeans to give you code completion for ZF. The finished result:-
Check the netbeans documentation for more information.
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