Embedded Linux Primer

A record identifies the host itself. It binds the host name to the host IP address. for example:
embeddedlinuxprimer.com. IN A 69.36.12.195

CNAME is an alias, and binds a host name to a domaoin, i.e. www to example.com, or mail to example.com, such that it can be reached via mail.example.com. The most common CNAME records define www and ftp. The CNAME always points back to the A record.
i.e.
mail IN CNAME embededlinuxprimer.com.

Zone:
A zone is another name for a domain name or a sub-domain in a DNS server. Every domain and sub-domain has a zone. These zone files contain records, in plain text, which hold the DNS information that links a domain or sub-domain name to an IP address. Each zone file usually contains several different records.

Zone records are stored in zone files.
GoDaddy has a good basic description of zone records.
here

Another good source of info is at sorbs.net