If you are only interesting in "mailto:" links in web pages then you probably want to look at the Zimbra Toaster app. Do a little searching around on the forums and Wiki for details.
Note, however, that the Toaster does not address the issue of making Zimbra the default e-mail application for integration with Windows, MS Office applications, etc. (Send To --> Mail Recipient option). This has been the single biggest obstacle to my company's migration from using Outlook to the Zimbra Web Client. If this type of integration is of interest to you please vote for bug
12845.
The problem with Outlook and Outlook Express is that they do not work very well as IMAP clients. E-mail messages sent from these programs end up being stored locally by default. So, now you've got messages sent from Zimbra saved to the server and messages sent via Outlook/OE on the user's PC. You can setup a rule in Outlook to copy the sent messages to the Zimbra server, but I have run into issues doing this.
Right now I'm investigating using Thunderbird to handle the Windows e-mail integration. TB works much better than Outlook/OE as an IMAP client; specifically you can control where Sent and Deleted messages are stored. There are a couple of add-ons to make TB start automatically with Windows and load to the system tray. This way the users barely even know it is running.
If you come up with another method or "hook" to do this please post back.