I'm interested in writing a Zen Cart payment module for a certain payment-gateway for people to download and install in their ecommerce website. My experience with Zen Cart is minimal so I don't know where to start. I checked the FAQ section on Zen Cart's website and I only found completed modules, no code examples of how to write one from scratch, or how to deploy it. Could someone possibly give me some example code or teach me the basics involved?
Your best bet is to download other payment modules (there is a list here) and see how they work. Developing payment modules is such a specialized task that I doubt anyone has written documentation for it. I am sure you can find a module with well-documented source code.
Your approach really depends on the API/interface the gateway provides. If you look at the built-in Linkpoint module, it just uses cURL to communicate with Linkpoint. If you look at Beanstream INTERAC (in free software add ons), it uses cURL but it also expects a couple of callback URLs to be provided. There are other models too - your best bet is to get an understanding of what the gateway wants, and then look for an existing module that also uses this communication model.