There's no official support for now, but I've managed to make something similar:
http://pockata.org/Linux/zend-coding-в-geany-със-sparkup

Here's the translated version via Google Translate. It's not very accurate, but will understand the important parts :)
http://translate.google.com/translate?hl=en&sl=bg&tl=en&u=http%3A%2F%2Fpockata.org%2FLinux%2Fzend-coding-%25D0%25B2-geany-%25D1%2581%25D1%258A%25D1%2581-sparkup

If someone has any questions, ask them here :)