Crush the garlic in a mortar and pestle*. Add the anchovies and crush them too. Add the lemon juice and combine with the garlic and anchovies and then add the olive oil, stirring it all together to emulsify the dressing.
*If you don't have a mortar and pestle, put the garlic through a garlic press or crush with the side of your knife and then finely mince. Finely chop the anchovies. Put the anchovies and garlic in a small bowl, add the lemon juice and whisk in the olive oil.
If you have a mandoline slicer, (I particularly like the Benriner Japanese Mandoline Slicer), now is the time to use it. Wash and dry the zucchini and cut off the ends. If the zucchini is less than 7" or 8" leave it whole, otherwise cut it in half, making two shorter pieces.
Using the medium tooth slicer for the mandoline, cut julienned strips of zucchini, down to the center portion where the seeds are. Discard the centers or use for something else. When you are done with both squash, you should have approximately 3 cups of julienned zucchini. If you don't have a mandoline, cut the zucchini into very thin strips and then julienne (matchstick) slices.
In a large bowl, toss together the julienned green and yellow zucchini and the arugula. Whisk the dressing if it has separated and then dress the salad with all of it. Season to taste with salt and pepper.