When I tried the Zend Studio to create new zend framework project it creates just the folder named with project name but it's empty.
In some tutorials I've seen it creating the full structure of zend project public, application[controllers,models,views],library....
I don't have the zend server is this the problem?
Zend Studio does not create the project structure with all folders. You can either do it manually by creating the folders or use the the CLI, or command line tool (internally known as the console tool).
Using it you can generate the basic project structure and add/edit structure and files.