In a philosophical sense, this matrix of probabilities comes from nature. More seriously, this matrix represents the idea of the Transition Matrix, which can be computed by Baum Welch on sampled data, if one does not "know" nature's true distribution (no one does). That's why they say it is hypothetical.
With respect to your second question, you need to get the Transition matrix (the probabilities) by applying Baum Welch to your zero crossing samples (I'm not sure what zero-crossing samples are, usually mfcc is used for this sort of thing).
Let me know if more clarification is required or I am misunderstanding something.