The best way to do this is to let ZF do it for you. ZF ships with a command line interface for both windows and *nix.
At the command line you can type zf create form Example, ZF will then create an empty form named Example.php at it's default application level location.
Typically this will be at application/forms/Example.php and the classname will be Application_Form_Example.
If you need to have a form constructed in a module the command would be similar:
zf create form Example -m admin
where -m indicates you want the file created in a module and admin is name of the module.
Forms are one of the predefined resources in Zend Framework and as such have a default location. There are several other resources that are predefined and have defaults.
The Module Resource Autoloader
Zend Framework ships with a concrete implementation of
Zend_Loader_Autoloader_Resource that contains resource type mappings
that cover the default recommended directory structure for Zend
Framework MVC applications. This loader,
Zend_Application_Module_Autoloader, comes with the following mappings:
forms/ => Form
models/ => Model
models/DbTable/ => Model_DbTable
models/mappers/ => Model_Mapper
plugins/ => Plugin
services/ => Service views/
helpers => View_Helper
filters => View_Filter
As an example, if you have a module with the prefix of "Blog_", and attempted to instantiate the class
"Blog_Form_Entry", it would look in the resource directory's "forms/"
subdirectory for a file named "Entry.php". When using module
bootstraps with Zend_Application, an instance of
Zend_Application_Module_Autoloader will be created by default for each
discrete module, allowing you to autoload module resources.