The Dark Zone is a place you can go to enter a PvP instance. You can still take part in PvE activities and grab loot, but all of it is contaminated. Any other Agents roaming around in the same instance can kill you and steal your loot. Any loot picked up in the Dark Zone must be extracted via helicopter as it is contaminated. You cannot just run out with it. It's much easier to have a friend with you watching your back because of it's free-for-all, high stakes nature. Lots of fun though!