Just for extra clarity: at present you have to download the required zimlet to your computer, and install it into Zimbra Desktop via preferences>zimlets as described by rrao in the last post.
Most zimlets can be found and downloaded at:
Zimbra :: Gallery
Heads-up - Bug 48853 would provide the ability for users to be able to go to Preferences in Zimbra Desktop, click on Zimlets, then browse and install new Zimlets directly, via gallery.zimbra.com, and uninstall them to.
This Bug was targeted for the next release (8.0, IronMaiden), but is no longer, so if you would like that feature, please vote for it here:
Bug 48853 – Add zimlet add/remove control and gallery integration