I assume you customized it correctly with the proper server name, port, and security setting (if applicable).
It's not that big a deal to create the profile manually, but obviously, it would be nice just to configure it with the install.
So you can try a couple of things:
1) Don't configure the .msi file and see if it creates a zimbra profile. It should create it, but you would be prompted when you first accessed it.
2) You can run the installer again under logging:
msiexec /i <name>.msi /l*v foo.log (or whatever log name you want) |