You can configure the Zimbra Toaster to make the Zimbra Web Client the default application for "mailto:" links, but at this point there is no way to make the ZWC the default Windows email application (for example, within MS Word click on File --> Send To --> Mail Recipient to launch the ZWC). This is the number one complaint from my users, and was close to being a show-stopper for us moving completely to Zimbra. I would encourage you and others to vote for bug
12845, which addresses this issue. From what I understand it is not going to be an easy thing to add to Zimbra, and with only 7 votes to date I don't expect it to get much attention.