Yes. (on king difficulty) You can sometimes get a zulu warrior to an enemy capital before they can defend with anything better than an another warrior. I took out two quickly and then built up a big knight army with feudalism.
Yeah two is doable, but I was talking about 4 on a hard difficulty.
When you start with good trade resources, you can do the same with other civs as well, using horsemen completely skipping warrior (which I do often).
And feudalism still takes time which was the point.
You only have to beat 4 enemy races, so you're not always going to run into a dug in greek hoplite army. The nice thing with zulu is that if enemies do start near you, you can kill them before they get the chance to build up. The 2 speed scouting of the zulu allow you to get a nice quick start, finding the gold and maybe a settler or horseman or something else. A settler can be quite useful allowing you to strategically link your cities. Roads can help quite a bit.
If the other civs start near you I'd think both Aztec and Arabs have better chance of taking them out efficiently.
Settlers for road building is only useful if you have some decent fast defensive unit to accompany them. But getting settlers early in the game, even with republic is painful. I generally go for 100 gold and steal other's settlers.
Difficulty matters quite a bit in how fast they will develop technology and what they will do with their forces. It also affects your start by quite a bit as you start with a warrior instead of having to build one.
You don't start with the warrior in the demo at least for Warlord.
And higher difficulty has a lot of advantages like tech, great person, settler stealing. When you conquer a city, it's generally efficiently populated and there tend to be many cities to conquer. If you use democracy, it's easy to keep them fighting instead of asking for truce (which I hate since you have to accept it too, in addition to not being able to declare war, unlike AI democracy civs, they can simply ask for stuff in return. I like Indians for their anarchy immunity).
I'd say as long as they are not close to you tech wise, it doesn't really matter how developed they are in terms of conquering capitals.