Zones 1 and 2 are below aerobic threshold. Zones 3 and 4 between aerobic and anaerobic thresholds. Zone 5 is above your aerobic threshold.
Zone 1 is for recovery and warm-ups/cool-downs, zone 2 for long endurance sessions, zone 3 for tempo work, zone 4 for high-intensity intervals and zone 5 for maximal, VO2 max efforts.