Bug 38631 - Enable snow leopard messaging features, Outlook for Mac 2011 is for support of Exchange Web Services, which is what you'd need for Mac Exchange-style accounts. Strictly speaking, though, that's only needed if you use Outlook 2011. EDIT: Also, while Zimbra has been fairly tight-lipped about plans to include this enhancement, I'll
speculate that if this feature ever appears, it'll only be included in Network Edition, or possibly Professional Edition.
For Lion & Zimbra, you have two options:
Option 1 (Zimbra Pro edition only): Use the Zimbra iSync connector (mainly to sync contacts, but it also does some other configuration). Then finish setting up Mail using IMAP and iCal using CalDAV. I haven't tested this, but I don't see any reason it shouldn't work.
Option 2: Set up Mail as IMAP, iCal using CalDAV, and Address Book using CardDAV. This works well with one exception:
Bug 46359 - Contact groups do not sync via CardDAV. Note that although bug 46359 is fixed, the fix won't be included in Zimbra until ZCS 8.