You'll need to deploy the entire Zend Framework directory structure to the host you end up using. In your Zend Framework directory structure, you have your public directory. This directory will need to be the one that your web server looks at as your document root. The setup for this is probably different based on which host you use. Some will have web interfaces and others will force you to edit an httpd.conf file.
I'm using Rackspace for our site and the default web location is /var/www/html/. We've deployed the entire site here so we have the following directories:
/var/www/html/application
/var/www/html/library
/var/www/html/public
/var/www/html/scripts
We then had to change our Apache config to point to /var/www/html/public instead of /var/www/html.