A 2 zone central heating system is a zoned system, which refers to one unit that provides heating and cooling control to multiple areas in your home. In the 2 zone heating controls, you have two completely divided units that each control one single zone with separate, unconnected thermostats.
Generally, if you have a two-story home, you should set each of your 2 zone heating thermostats two degrees Fahrenheit apart from the other. In summer, when your AC is running, set the upper floor at the temperature you actually want in your home. Then set each floor underneath that to two degrees warmer.
Then how to set dual zone thermostat in winter? During winter, you should set the downstairs temperature to the ideal level, and upstairs two degrees colder. During the winter, this isn't as much of a problem, because you want a warmer home. In principle, it's always helpful during those winter months to set your thermostat to around 72 to 75 degrees.