You have to add your Zend Library to include path.
If your Zend Framework is in G:\xampp\htdocs\includes\Zend
, then you have to include it so:
<?php
$path = 'G:\xampp\htdocs\includes\Zend';
set_include_path(get_include_path() . PATH_SEPARATOR . $path);
Also you should give absolute path for Lucene data. For example:
$index = Zend_Search_Lucene::create('/var/searchindex/LuceneData/');
The folder /var/searchindex/LuceneData/
should exist and be writable.