I use SEO-board for my forum - that is Search-Engine Optimized forum.
With SEO-board, pages generated are all in .htm format so it is easier for your eyes, no sessionID and people can remember where and what the URL for the forum or specific article/posts.
BTW, I used Zoom search engine and it didn't search into forum articles (.htm files).
Do I have to specifically link from my index.html to my forum/index.php so that ZOom engine understands this and start searching my forum? Now I only make a link as forum/ and this leads to the forum's index.php.
Yes, you will need a link for the Spider to follow.
But a link to the folder should be enough if you have the option, "Scan files with no extension" turned on.
If this isn't working, turn on verbose mode in Zoom, and then have a look in the log window to see if there is any messages about the link being skipped. For example maybe it is being skipped becuase Zoom thinks it is an external site.