Is there any way to start a new zend project without using command line? I don't have acess to the console.
Use a text editor and create a script file (batch file) for the command to create a new project. Execute the script (or batch) through a navigator/explorer.
You can just create all the folders and files from the ZF tutorial yourself, or use the zip file from here: http://akrabat.com/zend-framework-tutorial/
Zend_Tool is meant to create and manage your project on the development machine. In any case you should have access to a command line there, either being it your own machine or an external one.
If your development machine is seriously only accessible via FTP, switch to develop on your local machine and/or in case automatically sync modifications to the FTP. There are many tools out there to support this kind of development, and it is also mostly build in many IDEs.