That's right, they go to sleep until the world server detects a player entering a zone. Then they tell the zone server which zone to boot up.
I'm sure other people can answer your questions far better than I, but one "gotcha" I found was router settings. I run behind a Linksys router/firewall, and I had to make sure that ports 7995-7999 (one for each of the zone servers) was being redirected to the IP of the PC running the server. If they're not, then the client will crash when you try to zone in. If you add more zone servers (like me -- I'm running ten at the moment) then you need to make sure that all the ports you use are being redirected (like 7990-7999 in my case).
WC
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