Following are the steps to debug your PHP code using Zend Debugger on Windows machine via WAMP,
1. Download http://downloads.zend.com/pdt/server-debugger/ZendDebugger-5.2.12-cygwin_nt-i386.zip or check for new version at http://downloads.zend.com/pdt/server-debugger/
2. Locate ZendDebugger.so or ZendDebugger.dll file that is compiled for the
correct version of PHP (4.3.x, 4.4.x, 5.0.x, 5.1.x, 5.2.x) in the
appropriate directory.
Get debugger from folder called “5_2_x_comp” or you may receive some errors about a non-thread safe debugger if you take it from “5_2_x_nts_comp”
3. Configure php.ini for output buffering when debugging
implicit_flush = On ; Default: Off
output_buffering = Off ; Default: 4096
4. Add the following line to the php.ini file:
Linux and Mac OS X: zend_extension=/full/path/to/ZendDebugger.so
Windows: zend_extension_ts=/full/path/to/ZendDebugger.dll
Windows non-tread safe: zend_extension=/full/path/to/ZendDebugger.dll
(*) the windows non-thread safe is used only with Zend Core 2.0
Note:
if you don’t have a Zend section you may add this at the end of the fie.
correct the php path if it is not installed in c:\wamp\www and extension directory.
5. Add the following lines to the php.ini file:
zend_debugger.allow_hosts=<ip_addresses>
zend_debugger.expose_remotely=always
This willl allow connections from local host and from your local network to addresses which start with 192.168.1.
6. Place dummy.php file in the document root directory.
7. Restart web(Apache/Wamp) server.
8. To activate the debugger please use following query string:
?start_debug=1&debug_port=10000&debug_fastfile=1&debug_host=192.168.1.59%2C127.0.0.1
Note:
above statement assumes that the debugger listens at 192.168.0.2 or 127.0.0.1 on port 10000.
Here are some of the screen shots from my debugger,
Breakpoint in Zend
This is watch window in Zend which will show the values of the variables, you need to add the variable to the watch window to view its values.
Watch Window in Zend
This is the output window that shows the output generated by the code executed till now,
Output Window in Zend
Hope this helps 
