If you know any commands for installing software CLI (command line interface) i would recommend using PuTTy (
http://www.chiark.greenend.org.uk/~sgtatham/putty/). I would also suggest looking at the Zend Ce Manual to see if they offer any documentation on installing via CLI. Your server should already have support for SSH (if your host told you so), so thats not really a problem. You could go search google for "zend ce install cli" and i pretty sure someone else has a better explanation and step by step to install it via SSH.