Can I hurt my knees doing zumba?

Depends. With any exercise, there is a risk of injury if you overdo it or if you ramp up fast or are deconditioned to start with, especially if any weak muscles, tight tendons, or malalignment issues. Proper form and biomechanics are important. If you do have pain, see your dr who can assess if it is because of a movement during zumba or other biomechanical issue.
Depends. Zumba is a great cardiovascular and strengthening and flexibility exercise. If you are deconditioned (not in shape) you need to take it slow at first and gradually build up strength. You should have a knee exam from your doctor before starting, and if you are overweight or have a knee condition, it does not necessarily you cannot do zumba, but you need to modify. It is a great way to work out!