It may be desirable to have multiple zones, especially if you have multiple TKE workstations. In fact, it is recommended that separate zones be created for testing and production systems. This prevents keys from getting intermixed.
Note that entities can only be a member of one zone at any given time.
Figure 1. Multiple zones 
Figure 1 shows multiple zones for a production and test system. The production system has a remote TKE workstation enrolled; the test system does not. There are separate CA smart cards associated with each system.