Are you using the ZD 1.0 (available here:
Zimbra Desktop), or are you using the ZD 2.0 beta?
1.) The ZD 2.0 beta has an "All Mailboxes" that shows a consolidated set of folders common to all accounts (The Inbox, Sent folders and the like). I do not believe that this functionality exists in ZD 1.0.
2.) Having two computers show the same view of the mailbox requires connecting to a server in a manner that supports that. If you are using a Zimbra account on a ZCS server, or if you are using IMAP to connect to your mail server (Gmail among others uses this method), then you should already be seeing a synchronized view between the two computers.