An Audio Zone is when there is different music playing in two separate areas. For example, a hotel might have different music requirements for their lobby, bar, and gym. Each would need separate audio streams and you would need multiple Rockbot Players to do this.
A volume zone is a part of your audio system that is partitioned to be able to play the same music at a different volume. This is like a Fast Casual restaurant that needs different volume levels for their patio, dining room, and restrooms. This is normally managed by your audio system and volume controls.