Installation
The official docs have a great section on getting the environment setup. (That's about all that's good of the offical docs IMO) See the Getting Started Guide.
A follow up to this, the Application Development page explaining about how to go about creating a new application folder structure from scratch, is also good.
Once you get this under the belt, you're ready to start building Zephyr applications. This book provides easy hand-holding in the initial phases. So flip over, and let's get started.