At this point, the difference of a local network and the whole internet should be crystal clear. Now we will see how to connect to our pi from the outside world? If we connect to our home IP address, we will get nothing because our router is not a server, it is just a router. Our server is the Raspberry Pi, which is located inside our home with a local IP address. The answer to this question is port forwarding. Unfortunately, not all routers support this but this is necessary for connecting to your Raspberry Pi from the outside world. If you have a router that does not support port forwarding, consider buying a good one since good routers are equipped with options for better security and connection handling. Next, you can see a screenshot, where we have made a route from the outside world to a specific IP address in the local network. To create a new route, you have to login to your router interface and click on the tab named Port forwarding. To find more about how you can do this, download and read your router manual:

From the preceding screenshot, we can understand that any connection from all over the world coming to your home at port 1770 will be redirected to port 2880 at the computer with IP 192.168.1.101, which is our Raspberry Pi Zero.
What's left is a server that will respond and will be running in our Raspberry Pi Zero W.