There are only four of these files in the World of Warcraft MPQs. They are located inside "Interface\WorldMap\":
are the ones present, but the client actually scans for all matching the "Interface\WorldMap\%s.zmp" pattern with %s being the entry in WorldMapArea.col3 (internal map names).
ZMP files are a 128x128 array of 32-bit integer values. All data in these files is location_ids (see: AreaTable.dbc).
They are used on parsing WorldMapArea.dbc. The values get copied and then get overwritten with the WorldMapArea-id the areaid they referenced is in. It will hold a zero or the WMA-id depending on if the area and the map that's currently parsed match. This also takes the virtual map id into account.