Domains are broken into zones for which individual DNS servers are responsible.
A "domain" represents the entire set of names / machines that are contained under an organizational domain name.
For example, all domain names ending with ".com" are part of the "com" domain.
A "zone" is a domain less any sub-domains delegated to other DNS servers (see NS-records).
A DNS server could be responsible (authoritative) for all records under the "xyz.com" domain, but by defining NS-records for "abc.xyz.com", this part of the domain is delegated to other DNS servers - and possibly a different company/entity.
A zone contains exactly one SOA-record describing the general properties of the zone, and any number of other DNS records.
Entire zones can transferred from a primary DNS server to secondary DNS servers through Zone Transfers.
To create a new zone use the New Zone function by clicking the "New" button in the DNS Records window.