A Farm is a group of Citrix servers which provides published applications to all users that can be managed as a unit, enabling the administrator to configure features and settings for the entire farm rather than configuring each server individually. All the servers in the farm share a single data store.
A server farm is a grouping of servers running Citrix Presentation Server that can be manage as a unit, similar in principle to a network domain. When designing server farms, keep in mind the goal of providing users with the fastest possible application access while achieving the degree of centralized administration and network security that you need.

Zone is subset of Farm. It is a grouping of Presentation Servers that shares the common Data Collector. Zones are very helpful in controlling traffics. It collects data from member servers and distributes changes to all servers in the farm. A zone in the Presentation Server farm elects a zone data collector for the zone and it is responsible to communicates between other ZDCs in the farm. It is used to redirect the users to least busy server. The ZDC maintains all load and session information for every server in the zone. ZDCs keep open connections to other ZDCs changes in the member servers of a zone and are immediately propagated to the other ZDCs in the farm. Zone has server members and one of them is ZDC (Zone Data Collectors) in each zone. These ZDCs communicate between zones. Zones are very help full in controlling traffic. We can move the servers among the zones and after moving the servers from one Zone to another the servers must be restarted to get settings and configurations from the Data Store.