Hope someone can help.
The zones are a subdivision of the different area codes, typically used to determine areas for free calling within New York City (also used in other areas, but I will stick with NYC for this discussion). You can get to a list of zones for New York City at:
This link shows the area codes and prefixes within each of those area codes for New York City Zone 1, basically Manhattan. Mostly numbers in the 212, 646, and 917 area codes - with a couple of prefixes in the 718 area code. There are other links toward the bottom of that page, so you can see which area codes and prefixes fall in the other telephone zones for New York City.
Unless you want to go to the trouble of determining the area codes and prefixes of the phones you will be calling from, it may just be easier to pick one zone and just go with that. For example, New York City Zone 1 if you will be in Manhattan much of the time. You'll have to be mindful of the charges for using each type of phone, of course - those charges would be separate from Skype.
Here is a map showing the area codes covering New York City and the surrounding area: