Each zone can have its own separate key range, the lowest and the highest key that will trigger the sample.
A good example of use for this is when sampling a certain instrument. Sampling of a piano for example is usually performed by making several recordings of different notes at close intervals, and then mapping these samples to separate, contiguous, fairly narrow key ranges. This concept is called multi-sampling.
The reason for this is that if one single sample is played across the entire keyboard, it will most likely sound very unnatural when played too far from its original pitch, since the amount you can transpose a sound without negatively affecting its timbre is very limited.