The Pi Zero (and other models) have 40 (2 rows of 20) metal pins along one side. These are the GPIO pins which are used for connecting the Pi to inputs like switches and sensors, and outputs like LEDs and servos. To find out which pins are which on the Pi, type "pinout" at the terminal and it will display a little diagram and a link to https://pinout.xyz with more information. If you have the USB and HDMI ports pointed towards you, the 2 5V power pins are on the top left and the 3rd pin along from the top left is a ground pin. The pictures below show a photo of the Pi Zero, followed by the pin out diagrams in the same orientation, so you can see more easily.
The 5V power (shown in red), 3V (blue) and ground (grey) pins are used to connect up the power to components. The remaining 28 pins (shown in green) are used for input or output. Each one has a green GPIO number from 0 to 27. This is the number that you will use in programs to tell the computer what to do with that input or output (not the white numbers). The GPIO numbers aren't in any obvious order, so you need to refer back to this diagram all the time when connecting things up!