I would check that you have the correct path to the php.ini used by Zend Server .. by default this should be:
C:\Program Files\Zend\ZendServer\etc\php.ini
You can confirm this by creating a test.php containing:
<?php phpinfo(); ?>
View test.php (as served through Zend Server) in a web browser and search for "Configuration File (php.ini) Path" to verify the ini path.
The additional line to add to php.ini is:
extension=php_mongo.dll
Assuming you download the correct 32- or 64-bit Windows zip from:
https://github.com/mongodb/mongo-php-driver/downloads
.. you'll want to copy & rename the appropriate DLL from the zip, which should be similar to:
php_mongo-1.2.10-5.2-vc9-nts.dll => C:\Program Files\Zend\ZendServer\lib\php_extensions\php_mongo.dll
After installing the extension and restarting Zend Server, would suggest you revisit the test.php (phpinfo) output to confirm the "mongo" extension is now enabled.