Wow, I have just looked up Zumba, that looks like fun.
To build up strength around your knees you should do daily exercises without resistance to gently improve your muscles. I would recommend seeing your physician for some exercises to help.
Instead of building up muscle to help you carry on with your Zumba, toning shoes will cushion each step more, which will reduce the strain on the knees.
Toning shoes will help to build up muscles in the calves, hamstrings (back of the thighs) and the buttocks, and for a high impact workout like Zumba, most toning shoes are not well suited.
For high impact exercise, you should have a look at the Skechers Shape Ups XF range. The traintone is great for exercise, and would be ideal for Zumba, but with your knees I think it would potentially be a little risky. Shape Ups XF have lateral re re-enforcement to prevent unnatural foot movement and help to correct the posture. They will encourage the bones into proper alignment, which in turn will help your knees to cope with the strain.
I have covered these in my latest Shape Ups hub: http://hubpages.com/health/Skechers-Shape-Ups-The-...
I would say these are the best bet. However, any toning shoes with a thick EVA sole and rocker bottom would be very beneficial to adopt for general every day wear. These will help to build up overall lower body tone, but most importantly the cushioning they offer should help with your knees.
Any of the Shape Ups range would be ideal (except the SRR or SRT),and the FitFlop are an excellent choice.