The interplay between the Kondo effect, indirect magnetic interaction, and geometrical frustration is studied in the Kondo lattice on the one-dimensional zigzag ladder. Using the density-matrix renormalization group, the ground-state and various short- and long-range spin- and density-correlation functions are calculated for the model at half filling as a function of the antiferromagnetic Kondo interaction down to J=0.3t, where t is the nearest-neighbor hopping on the zigzag ladder. Geometrical frustration is shown to lead to at least two critical points: Starting from the strong-J limit, where almost local Kondo screening dominates and where the system is a nonmagnetic Kondo insulator, antiferromagnetic correlations between nearest-neighbor and next-nearest-neighbor local spins become stronger and stronger, until at Jdimc≈0.89t frustration is alleviated by a spontaneous breaking of translational symmetry and a corresponding transition to a dimerized state. This is characterized by antiferromagnetic correlations along the legs and by alternating antiferro- and ferromagnetic correlations on the rungs of the ladder. A mechanism of partial Kondo screening that has been suggested for the Kondo lattice on the two-dimensional triangular lattice is not realized in the one-dimensional case. Furthermore, within the symmetry-broken dimerized state, there is a magnetic transition to a 90∘ quantum spin spiral with quasi-long-range order at Jmagc≈0.84t. The quantum-critical point is characterized by a closure of the spin gap (with decreasing J) and a divergence of the spin-correlation length and of the spin-structure factor S(q) at wave vector q=π/2. This is opposed to the model on the one-dimensional bipartite chain, which is known to have a finite spin gap for all J>0 at half filling.