t isn't possible to create zoom buttons with InDesign CS4/5 directly when you export to SWF.
If you really really want to be able to zoom, there is a plug-in called edocker that lets you add the zoom capability to SWFs from InDesign. The only problem is that you do have to pay a few hundred dollars for it. If you are creating this for a company and they really want/need this capability, it might be worth the money.
http://www.edocker.com/features/
However, if you want to create other buttons like "go to page X" or "play a movie" you can reach them under window > interactive > buttons. (inside InDesign)
Regarding your questions about 1st/last page, the reason for this is because you created a document with facing pages and every time you start a new document with them enabled, you start with page 1 being alone on the right hand side. To solve this problem, right click (control+click) on the page 1 thumbnail in the pages panel and choose numbering and section options. In the dialog, change the starting page number to 2. You won't be able to force the last page to not be alone, so be sure to have an even number of pages for your design.
One other option is to embrace the fact that you start and end with a page off to the side (like a real book). To make this seem more realistic, create an empty graphic frame and fill it with the same color as the browser window. Put this frame on the pasteboard next to the front/back of the book. Now it will look like your book is just sitting there.
If you want to learn more about interactive documents with InDesign, I recommend that you check out my lynda.com series on the topic.
www.lynda.com/jamesfritz
You can get a free 1 week pass to the videos by going to
www.lynda.com/trial/jfritz if you are not a member.
Good luck and let me know if you have any more questions.