There is no such folder. Even if you were using Outlook that wouldn't have had this message there.
The 'Outbox' folder is for when messages are pending from your client to the mail server. When you're using the Zimbra web interface you're communicating with the server already - no outbox is needed.
What you experienced was a delay in your mail server sending to another mail server (or possibly two servers down the line with issues delivering between each other). If you were using Outlook, the message would have left the 'Outbox' and as far as the client is concerned, it would have been sent. Messages that Zimbra has not yet delivered to another SMTP server are visible to administrators only. They are in the Mail Queues section of the Zimbra Administrator GUI.
State University of New York at New Paltz