True, Kevin's job involves promoting Zend products. But that doesn't make his tutorials less thorough, or less useful. Every step has a screenshot, and one tutorial even includes instructions for connecting via PHPStorm (emphatically not a Zend product). So here's a bulleted shortlist of posts, on connecting to the Zend Developer Cloud:
These step-zero tasks can get much trickier than you might think, so if you're using the Zend Developer Cloud, consider Kevin's tutorials first.