You can assign any shader group that already exists in your Maya scene to any zoneType. You may repeat them if you want to, but then the zoneTypes will be indistinguishable to the eye. Shader groups that AgencyGP sets up automatically will end with "SG" for "Shader Group."
There are always two shader groups present in every Maya scene that Maya sets up by default. They are typically called "ParticleCloud" and "Lambert1." You may wish to avoid using them because you have less control over them than shaders you set up yourself. It is a good idea to name your shaders with names that are indicative of their characteristics such as color so that you can assign them with to zoneTypes easily.
Note that creating, labeling, and assigning shaders to zoneTypes is work that can be saved for later retrieval using the Settings dialog page.