Zones refer to heart rate zones. You run at different intensities (in different zones) to achieve different things.

Zone 2 is your easy pace. The pace you do most of your running at. It's not so fast where you need much of recovery but it's fast enough to achieve the adaptations you need.

Here's part of a talk by famed running coach Jack Daniels on the benefits of easy running: https://youtu.be/veAQ73OJdwY