self-employee looking for advices (Zurich)

Hi everyone,
I've just arrived in Zurich from Italy and already had an interesting opportunity to work as a self-employee. Does anybody know how exactly I can do this in Switzerland? I' d like to work as a consultant and offer services and consultancies to another company, without setting up a my own company. Is this possible in ZH?
It's a bit different from Italy and I'd like to talk to someone who can give me some advice. Thank you in advance. Annalisa