Zidane can steal items from enemies, and you can improve and refine this skill by learning certain abilities. He can eventually steal better items (Master Thief) and inflict damage while stealing (Mug). Until you learn such abilities, use the 'Detect' skill to spot any items the enemies may possess.
Zidane also has an attack called "Thievery" that deals damage depending on how many items you steal from enemies. This is a very useful skill in that it does non-elemental damage. So keep stealing those items, and put them to good use!