For the applications that scramble your PHP code, yes, you will often need what is called loaders. They sit, typically in the web-root, and decode all the source code which is scrambled. No software as such, just merely loaders - which if Zend is anything like all the others out there, consists of one DLL or SO file - depending on the OS.
The man who comes back through the Door in the Wall will never be quite the same as the man who went out.
Many hosting packages come with Zend and/or Ioncube decoders already installed, but the idea behind encrypting is so those users can't steal your PHP code. Most encoders also have a licence type function so you can sell your software and ensure that only licenced users are running it.