Just a follow-up for other readers who have the same problems and found this topic via google search.
I had the same problems with version 3.4 final too, so it was not a problem with the nightly builds.
After some investigation I found that there was nothing wrong with Zentyal distribution, but the problem happened because I tried to install from a bootable USB memory stick in combination with behaviour of my motherboard.
The PC booted normally from USB memorystick with Zentyal logo. After selecting Zentyal installation from the first Zentyal screen, setup is trying to read from CD-ROM. But it does not see the USB memory key as installation device and is looking for CD-ROM and my mini-PC does not have a CD-ROM. Then the installation procedure is then searching on internet for installation and it is installing the default Ubuntu distribution instead of the Zentyal files from USB stick. So I ended up with a default Ubuntu 13.10 instead of Zentyal 3.4.
I have tried several bootable USBkey software, all with different results, but none of them was able to find USB key as CD/DVD and did not accept USB memory as installation media. Actually the same happens when I installed Ubuntu 13.10 or 14.04-beta, but I never noticed this as it was installing from internet (I have 120Mbit internet, so not slow enough to notice that it was not installing from USB). After some searching on google I found that this is a known issue with some motherboards.
The only thing I could do was to buy an external DVD drive and install Zentyal from there. Then all installed normally