When you start in the Zones app on Apple Watch, it will automatically measure the heart rate.
The measured heart rate , are also registered in Apple Health of the iPhone.
Your workouts that were registered in the other app,
it will be displayed if there are your heart rate in Apple Health.
(Check the Permissions of Apple Health)
Heart rate precision depends on Apple Watch device.
Heart rate is based on the heart rate registered in Apple Watch's health (HealthKit).
Therefore, the external heart rate monitor needs to be connected to Apple Watch via Bluetooth.
Zones' iPhone app is getting heart rate via Apple Health.
You can see it by putting a heart rate record in Apple Health.