No, it's not a package. Zend Engine is highly optimized execution engine, the core of PHP.
QUOTE
The first version of the Zend Engine appeared in 1999 alongside PHP version 4. It was written as a highly optimized modular back-end, which for the first time could be used in applications outside of PHP. The performance, reliability and extensibility of the engine played a significant role in increasing the popularity of PHP.
The current version of the virtual machine is The Zend Engine II and is at the heart of PHP 5. The source code for the Zend Engine has been freely available under a BSD-style license since 2001; it is an open-source project, and there are now several programmers from all over the world who volunteer their time and skills to expand and improve the code base.
If you see the output of phpinfo() you'll see what version of Zend Engine is used by your version of PHP.