What's the Difference Between Extension and zend_extension in php.ini?
Zend_extentions are extensions that are built into the Zend engine itself. The engine parses, interprets and executes PHP script. Changing the engine changes the way that PHP works.
The included diagram will describe the main difference between an extension and a zend_extension.
Both types of extensions share lots of functionality. The difference between both types is mainly with the hooks that they register into the Engine. Despite it being very uncommon, an extension can be both a PHP extension and a Zend extension. Xdebug is a good example.
Find below image for main schema
At the core of the PHP language (more like the interpreter, because a language is just a specification) is a software (interpreter, bytecode compiler) called "Zend Engine" developed by Zend.
Every module which messes with this core should be installed as a "zend_extension".
And yet, to solve your problem, ignore this attempt at explanation and consult the docs of the extension you're configuring - http://www.xdebug.org/docs/install.