A dns zone:
A good mental representation of a DNS zone is to compare it with a directory for a file path.
A zone defines:
Most of the time, you will have only one zone, the zone of your apex domain (the domain that you register).
If your nameservers are the nameservers of:
Zones file are configuration files of the DNS nameservers that defines a zone.
They describe the namespace of that zone (the mail servers, …)