This has in fact nothing to do with Zend Framework, but you need to supply DomPDF the right path to load the “external” files from.
$dompdf = new DOMPDF();
$dompdf->setBasePath(realpath(APPLICATION_PATH . '/path/to/css/'));
$dompdf->loadHtml($html);
$dompdf->render();
See also the manual of DomPDF for this feature.