No, the email address is not blacklisted that way. The training instead looks at characteristics of the message and and uses them for scoring new messages.
If you never want to see mail from a given email address again, then use Preferences > Mail > Junk Mail options. That is, if you have Zimbra 6. You can find your Zimbra version from the web client by entering
$set:get version in the search.
If you have Zimbra 5, you'll have to ask your admin to upgrade or to create a blacklist entry for you. There are a lot of threads on the forum about doing that, such as
Improving antispam