A (slightly contrived) example:

  > rsync --e«TAB»
  Completing file
  some-file-with-extra-hyphens
  Completing host
  a-n-example.local
  Completing option
  --cvs-exclude                      -- auto-ignore files the same way CVS does
  --delete-excluded                  -- also delete excluded files on the receiving side
  --exclude                          -- exclude files matching pattern
  --exclude-from                     -- read exclude patterns from specified file
  --executability                    -- preserve executability
  --ignore-existing                  -- ignore files that already exist on receiving side
  --ignore-non-existing  --existing  -- ignore files that do not exist on receiving side

There are various ways to present the completion; I have the simple "keep typing letters" way, but Zsh can also present a table with an entry to highlight.