Since the release of Zend Framework 2, the installation process of the framework is somewhat more complicated. It is still simple, though, but with the introduction of Composer, more complexity has been added. Even though Composer is entirely optional, it is used in the official documentation, so if people do not want to use it, they will either have to find a guide somewhere or figure things out by themselves.
To set up Zend Framework 2 on a Mac, then you have to do a few things. Firstly, you should acquire the Skeleton Application. You do not have to, but it makes things significantly easier. Then you have to decide if you want to use Composer or not. If not, then you can drop the framework library within the vendor folder. Take a look at the Skeleton Application's init_autoloader.php for inspiration on where to place the library. For instance, you could place it in vendor/ZF2/library, or you could set the environment variable ZF2_PATH to where the framework is located. You can even set zf2_path as a PHP configuration option. Alternatively, you can use Composer as discussed in the documentation on the Zend Framework website. As you can see, there are many ways to install Zend Framework 2.
Then, unless you want to type in a long URL every time you want to access your ZF installation (and with the /public folder appended), you should make a new virtual host. This is easily done by editing you httpd-vhosts.conf.
This is all a fairly easy process once you get the hang of it. Do not worry if you face problems the first time - Google is your friend! For instance, the path of your configuration files will often differ depending on which operating system you are using.
I am not going to go into great detail of how to do each step, because it has been written by others before. This is just to give you an idea of what needs to be done to get an installation running. If you want to see a thorough article on this, then I suggest reading the excellent tutorial on how to install Zend Framework 2 on OS X.