Zend Optimizer should be added to your VPS, if you requested it on sign up or upgrade.
I didn't specifically request it, but I did pay LP to handle my move from the shared server to the VPS so it was probably just missed in the move. I guess my next move would be to open a support ticket and have support set it up for me. It's probably about a 3 minute job for them.
OR... There are two Linux versions of Zend Optimizer available for download, 32bit and 64bit. I can look in Plesk and see that the server is running on Linux v.whatever but I cant find any place that tells me what "bit" version it is. If I can find out I may tackle the Zend install on my own and possibly learn something in the process.