Installing on your remote host would be exactly the same as installing it on a local machine. You'll need terminal access and you'll need the same set-up for the /etc/hosts file and the DNS A & MX records.
Extract the file you've downloaded and when you've done the DNS & hosts file just run the Zimbra installer. Have you read the Quick Start Guide or any of the documentation
here?
[edit] You do realise that Zimbra is a complete Collaboration Suite (inc. a mailserver etc.) don't you? What is it you're trying to achieve?