It would be nice if you posted what the error was.
Without that, I would suggest you have set up your path for view?
Code:
$view = new Zend_View();
$view->setScriptPath('/path/to/view/files');
$view->render('index.php');
If you haven't set the path it'll give you an error about no view script directory set. If you haven't set it it will look in the current directory for the requested render file.
It's all in the manual:
Zend_View Controllers Scripts