First things first, you'll need a transformer to step power down from 120 volts to 24 volts. Next, you'll obviously need a zone valve. You'll also need a thermostat, to actually determine when the heat should come on. You'll need a thermostat and zone valve for each zone, but a transformer should be able to supply a few zones.
Start by connecting one of the yellow leads from all the zone valves, to one of the leads from the transformer. Next connect a wire from the R terminal of each thermostat, to the other transformer lead. Connect the other yellow lead from each zone valve, to the W terminal of the corresponding thermostats.
Gather up one of the red leads from each of the zone valves, and connect them to one of the Heating T-Stat terminals in the boiler (using a pigtail is the proper way to do this, as you're only allowed one wire under screw terminals. Gather up all the other red leads from the zone valves, and connect them to the other Heating T-Stat terminal in the boiler.

Example wiring for a single zone
That's it. Now when a thermostat calls for heat, it will open the appropriate valve, and signal the boiler.