In Citrix XenApp a Farm is a grouping of servers. But more importantly, a Farm is a group of XenApp Servers that share a common data store. A Zone is a logical grouping of servers used to control IMA traffic. Data Collectors are selected in a preferred order to send IMA traffic between Zones. You can think of Zones as Active Directory sites and Data Collectors as Bridgehead servers. As soon as I first learned of the concept of a Zone a question instantly popped into my head… What about the data store? The data store is a SQL Server database that all the XenApp servers in a farm contact when they start-up, and while they are running. Mostly they perform read operations against the data store, but may in some cases perform writes (when configuration changes are made). How can you control this traffic across a WAN? A zone does not allow for control for this traffic. The answer is to place a read-only copy of the SQL Server database in each of the sites where the XenApp Servers exist and then use SQL Server replication to replicate the data over the WAN. This allows for reads to be performed locally and writes to be performed over the WAN. Which therefore reduces demand on the WAN.
This is no longer the case, instead it is best to use Session-only XenApp servers, see: http://support.citrix.com/article/CTX131943
Even more info here: http://blogs.citrix.com/2011/09/19/speeding-up-farm-deployments-with-xenapp-6-5/