Scopes are zeroed in at a specific distance. You can choose what that distance is. Say 200 yards. You then go to a range and adjust the scope so that the round is hitting the target at 200 yards exactly where the crosshairs are aimed.

Then, most scopes have mil lines across the crosshair lines. Based on the ballistics of the specific ammunition you are shooting, use can use those mil lines to adjust for bullet drop and windage.