I'm not familiar with Zenity but it looks like a component of Gnome. AIX by default uses CDE if you choose to install a graphical environment. IBM does distribute various 3rd party software in addition to the base OS, see below for instructions on installing Gnome from the Linux Toolbox CD they provide. These are either in RPMs or native BFF format.
http://www.ibm.com/support/knowledge...ll_opensrc.htm
For somewhat less than supported or official options you can also see
www.perzl.org/aix, which provide RPM files of various utilities, or try to build your own with gcc.