Zimbra Connector for Outlook (ZCO) only talks to the zimbra server to synchronize messages and send messages. When you search in outlook you will be searching data that is local, so no server index will be used.
You can use 1 of many outlook search utilities or desktop search utilites to enhance the richness and performance of outlook search. Some choices:
Lookout search:
http://www.microsoft.com/downloads/d...DisplayLang=en
Google desktop:
http://desktop.google.com/
Windows Desktop Search:
http://www.microsoft.com/windows/des...h/default.mspx
None of these have been certified against ZCO, but I use google desktop internally and haven't experienced any problems.