Zaps is a exchange of satoshis between 2 people. So when someone zaps you they gave you sats.(money) You use sats by setting up a wallet a wallet houses your sats like where you would put your cash in your wallet. I recommend starting with a wallet from https://walletofsatoshi.com then after gaining some more knowledge on the differences between hot & cold wallets I would eventually move everything to a cold storage wallet.

Lets not get ahead too fast lets grasp the basics so we have gone over what a zap is it's an action & what a wallet is a storage for your money.