You only use power zones if you are using a bicycle power meter. Power zones are like heart rate zones, but for bicycle power output. There are many thoughts and theories concerning power zones out there but the following should help get you started.
The first step is to establish your Functional Threshold Power (FTP) with a short test. You can find an excellent article on FTP testing HERE.
Once you've calculated your FTP, input it into the Wahoo App's Profile page and select your desired number of zones (6 to 8). You can then customize zones, or use the AUTO CALCULATE button to automatically generate recommended values.