I would suggest you start with some tutorials on setting up the model-view and projection matrices in OpenGL. You'll find plenty of these on Google, as I did. Once you have this down, you may find it convenient to create a Camera class to handle this logic.
From there, you'll handle the mouse input (scroll wheel?) and use it to tell your camera to zoom in and out. Zoom probably means moving (translating) your camera "in" and "out" of the scene, but it could also mean scale or even messing with field of view.