You can mine with your CPU, but you will probably not benefit from solo mining.
Using a pool, you could achieve probably 0.2 ZEC within a year, which is not feasible.
As the other posts mention, you need at least a GPU to get some positive results.
With the current difficulty, you need around 1500 H/s to mine ~1 ZEC in a months time, which would require a setup of 4 or more cards to achieve.
Given that the difficulty changes over time, the overall result can be less (and will certainly), since it was possible to mine 1 ZEC with less than 700 H/s two month ago, which cannot be achieved anymore.