I want to record screen and add some zoom effects like in this video: https://vimeo.com/59343034 (for example at 00:11) Can you tell me, how can I do that?
That is a very simple perspective shift or 3d transform of a video layer. It can be fairly easily accomplished in any decent non-linear video editor or trivially in After Effects.
You simply have to scale the video to fill the frame and then apply a perspective distortion to it to make it appear to be off angle from the "camera".
Alternately, a 3d layer can be used in After Effects and the plane the video is being played back on can actually be moved closer to the camera and rotated.