Zone represents application so you can manage multiple application on same AppWarpS2 server.
e.g. You have a multiplayer card game and a multiplayer racing game in AppWarpS2 you can create two zones(apps) on your AppWarpS2 server.
In case you dont want two application running on same AppWarpS2 server then you have to deploy another AppWarpS2 server on some other location to manage your second application.
hope this will help you.