The simplest way to do what you want, is when you create a new Zend Studio project, you set its location to a directory under wamp www dir, so, if your wamp www dir is "c:/wamp/www", you create a project on "c:/wamp/www/ProjectName" then you can access it using http://localhost/ProjectName.
As for IDE, I highly suggest you try PhpStorm, it's the best php IDE out there (my opinion). I have tried PhpEdit, Komodo, NetBeans with Php plugin, Eclipse with PDT, used Zend Studio for years(I used from 5.5 to 8).
For using Zend Framework, the best approach is add it to the default wamp include_path, so you don't need to include ZF into each project code. Also, you can setup debugging using xdebug, wamp has support to it.