Zones, aka USDA hardiness zones are a way to divy up the country based on average yearly temperature. specifically coldest typical winter temps. and also average first and last frost dates.
High numbers are hot places, typically south, low numbers are colder climates.
Most perennial plants long term survival is dependent on how much cold (and especially freezing) temps they can tolerate, So if a label says "hardy zone 9-11" That means any number less than 9 it will die over the winter if you leave it out. Sometimes it was say "hardy to zone 9" that's almost always the same thing. If they don't give you a range and just say "to zone9" it does not mean numbers 1-9, it means zone 9 is as cold as it can get before it dies. If It's heat the plant can't take, they almost always give you a zone range with 2 numbers. That can apply to any zone, I picked 9 because I think zone 9 and up don't get frost, so you'll se it commonly. In zone 8 they might get a couple frosts, but the ground doesn't freeze, so everything underground is safe. I'm in 6, so I get multiple hard frosts and it can get cold enough for the top 1-2 inches of ground to freeze, killing a lot of shallow crowns, tubers and roots.
You can also use your zone to look up a rough prediction of first and last frost dates, just know those are averages, so be prepared to be wrong if you cut it close.
If you look at a zone map, the boundaries looks a lot like a weather temperature map of the country...it's wavy, with a big dip in the middle.