A few tips to start you off:
Try to use Caching whereever you can, especially for the Table Meta Data; Zend has some great backends for that: http://framework.zend.com/manual/1.12/de/zend.cache.html
As suggested, Log the SQL-Queries with a Profiler. Take the slowest Queries and manually check them with "EXPLAIN":http://dev.mysql.com/doc/refman/5.0/en/using-explain.html
Profile the whole application; easily done using the profiler of your favorite IDE, especially Zend Studio or PHPStorm. Reading the profiler output correctly though will require some further reading into that topic
But there is of course a whole lot more to do - but these 3 usually help me with the first 40% performance when i need to make something faster.