Like zwrite, xzewd will usually acknowledge all your messages. However, this process does take time, and it does increase the load on the zephyr servers (making Zephyr slower for everyone), so you can turn off acknowledgement with this option. Your messages will be sent faster, but you won't know whether they actually got to their destinations.
There are some options you can type in the destination box to change the acknowledgement status for one message only; click here to find out about them.