You could plug into your mic input for more volume but I find that to be very unsatisfactory in terms of noise and crap it picks up. So yes you need something to boost the volume. It looks like the ART amp is gone now. That was a close out price. I'm not familiar with the Zoom box, I can recommend this one....
http://www.zzounds.com/item--KORAX3G
I recorded both of these clips directly to the computer with the Korg...
http://music.panelmagic.com/noobblues_sample.mp3
http://music.panelmagic.com/powerchord.mp3
However you still may want a mixer at some point.