The Artboards feature in Photoshop helps designers iterate fast and stay organized. Check out Adobe's article to learn more about Artboards in Photoshop: https://helpx.adobe.com/photoshop/using/artboards.html
Each artboard in your Photoshop file is separately exportable and represents a screen in Zeplin. If you haven’t worked with artboards in Photoshop yet, it’s quite easy to convert groups or arbitrary layers into artboards — simply right-click on a layer/group under the Layers section on the right panel and select “Artboard from Group…” or “Artboard from Layers…”.
Then, when you select the artboard or any layer inside the artboard, the Zeplin panel will display a button to start the export process.