@Harish Rudroju
Have you taken a look at this documentation? If you find it confusing let me know which part doesn't make sense and we can work on improving it. This page includes graphics that represent where your data is replicated. Zones are different data centers in the same region. Regions are different data centers usually in different states or countries. For a better understanding of how they differ you can check Regions and Availability Zones in Azure and Azure geographies.
Hope this helps. Let me know if you still have questions or need more information.
-------------------------------
Please don’t forget to "Accept the answer" and “up-vote” wherever the information provided helps you, this can be beneficial to other community members.