The Shepherding feature is a small group feature structured with different levels of oversight. The lowest level beginning with a small group. The next level is the Cluster where a few small groups comprise of 1 cluster. And finally, a few clusters will comprise one Zone. A small group is led by a leader, a cluster, a Cluster Coach and a Zone, a Zone Servant.
Go to Shepherding on the left tab and click on Zones.
Click on Add Zone.
Type in the name of the Zone you would like to set-up an select the name of the Pastor over the Zone if it is applicable.