Here is the docs from the zsh man pages under STARTUP/SHUTDOWN FILES section.
Commands are first read from /etc/zshenv this cannot be overridden.
Subsequent behaviour is modified by the RCS and GLOBAL_RCS options; the
former affects all startup files, while the second only affects global
startup files (those shown here with an path starting with a /). If
one of the options is unset at any point, any subsequent startup
file(s) of the corresponding type will not be read. It is also possi-
ble for a file in $ZDOTDIR to re-enable GLOBAL_RCS. Both RCS and
GLOBAL_RCS are set by default.
Commands are then read from $ZDOTDIR/.zshenv. If the shell is a login
shell, commands are read from /etc/zprofile and then $ZDOTDIR/.zpro-
file. Then, if the shell is interactive, commands are read from
/etc/zshrc and then $ZDOTDIR/.zshrc. Finally, if the shell is a login
shell, /etc/zlogin and $ZDOTDIR/.zlogin are read.
From this we can see the order files are read is:
/etc/zshenv # Read for every shell
~/.zshenv # Read for every shell except ones started with -f
/etc/zprofile # Global config for login shells, read before zshrc
~/.zprofile # User config for login shells
/etc/zshrc # Global config for interactive shells
~/.zshrc # User config for interactive shells
/etc/zlogin # Global config for login shells, read after zshrc
~/.zlogin # User config for login shells
~/.zlogout # User config for login shells, read upon logout
/etc/zlogout # Global config for login shells, read after user logout file
You can get more information here.