You don't specifically select Zero. You should install the board (Arduino SAMD Boards (32-bit ARM Cortex-M0+)) in the Arduino IDE using the board manager first.
Atmel Studio 7 should prompt you (at the time of creating a project) for the hardware. You should select ATSAMD21G18A.
Later when you attempt to run/debug your project it will prompt you for the debugger/programmer tool to use. There is a dropdown and one item in there - EDGB-00000000AZE000001519 and the Interface dropdown should have the option to pick SWD (single wire debug).
You could also set up the later by right clicking on the Project node in Solution Explorer and when, in the editor windows that opens, you'll see tabs running along the left have side (not top) of that window. Choose the "Tools" tab and you'll see options to select the debugger/programmer and the Interface.