Welcome to the forums
First document to have a read off
http://www.zimbra.com/docs/os/latest...erver_install/ and if your server will be sat on a private LAN behind a firewall you will need to read about
Split DNS - Zimbra :: Wiki
Once you have your server setup, and you can send emails internally, and externally you can ask you hosting provider to point your domain MX record at the external IP address of your Zimbra server. I would also recommend using your upstream ISP as your SMTP relay, unless they can provide a matching reverse entry for your IP and mailserver.
Hope that helps.