Install zeromq on Yosemite with php PECL

brew install zeromq

Building php extension via PEAR
sudo pecl install zmq-beta

You will have to add the extension to your php.ini with this line:
extension=zmq.so

Find the php.ini File Location from the Command Line
php -i | grep php.ini

You can, of course, always put a new php file in your web server root directory and add in the following:

phpinfo();