Just one user's experience here... after looking around trying to find the best way to get Zend Optimizer going, and found three different ways mentioned in the forums:
1) /scripts/installzendopt
2) /scripts/phpextensionmgr
3) WHM > Apache Update (Easy Apache) > include Zend Optimizer > Rebuild Apache/PHP
I dug around some more and found this:
http://www.cpanel.net/support/docs/ea/ea3/ea3php_php_extensionmgr.html
Basically, it says that enabling Zend Optimizer, and a handful of other extensions, is available without rebuilding Apache.
All it took was for me to run:
/scripts/phpextensionmgr install Zendopt
... and 10 seconds later we had Zend Optimizer working.
Hope this helps others that were a bit confused like I was.
- Scott