If you have the DCS manual, read it.
If you have RoboGuide, it makes it much easier to set up the zones. You can import a CAD file of your work cell then create and drag the zone boundaries and test them, then export to your robot and test in the real world.
The two main components of DCS are Joint Position Check (JPC) and Cartesian Position check (CPC). JPC is basically a safety rated axis limit where you set the min and max degrees. CPC you can create box or polygon shaped zones. With CPC you create a zone and choose a safe side, inside or outside, then you choose what has to stay in/out of the zone. You can create a model of your EOAT using boxes, spheres and cylinder elements and use the built in model of the robot arm.
For example, on my last project I used a CPC box zone, safe side in (diagonal in) on the inside of the cell fence plus a buffer distance, and must have the robot and EOAT stay inside that box so it cannot crash into the fence. Then I created a CPC, safe side out (diagonal out), box shaped zone around a conveyor. The EOAT is allowed to come close enough to the conveyor to touch the parts, but not accidentally crash into the conveyor, which is just for machine safeguarding.
You can also monitor robot speed and safe inputs.
One thing to keep in mind when creating zones, is that there is a limited amount of complexity that you can have to keep the processing time fast. It will automatically calculate this and warn you if you go over. JPC takes very little processing time, CPC sphere and cylinder elements take a small amount, CPC Box and polygon shapes take a larger amount. I had 4-5 box elements, several cylinder and sphere elements, and a couple JPC limits and used up around half of the available processing time allowed. It probably won't be an issue, but if it is, try replacing box elements with spheres or cylinders or try replacing CPC checks with a JPC check.