As you may already know, Zune is no more used to manage mobile partnership/content synchronization between the Windows Phone and the desktop.
Microsoft has provided another application – which could be the new ActiveSync/Mobile Device Center client you may have meet in the old days of Pocket PC/Windows Mobile.
To get the Windows Phone Desktop Application go to http://www.windowsphone.com/en-us/How-to/wp8/windows-phone-app-for-desktop
Then just follow the wizard to install it and connect your Windows Phone (there is no specific settings).
When you connect your device, there will be NO request to create a partnership (linked the device with a client) as it was the case with Windows Phone 7 and Zune.
You will be asked if you want to synchronize your photos and music with the desktop; a good news, if you have iTunes, you can also synchronize your device with the content from iTunes.
Then you will have a simpler interface to manage the content to synch with your desktop/mobile device; as shown on the screenshot, this becomes also simpler to synchronize ringtones on your mobile
If you click on the Settings link on top right of the window, you will be able to redefine the settings for synchronization, forget the phone or check for updates
UNFORTUNATELY this doesn’t not allow you to share your client Internet connection with your Windows Phone as you were able to do with Zune