There's no single answer to your question.
'Zero' is a losing bet so, under the most basic of rules (as generally followed in US casinos), you simply lose your money. However European casinos are more likely to apply the 'La Partage' rule (where the player loses half their stake) or the 'En Prison' rule (where the player can choose between losing half their stake or leaving their money on the table - if they do, a 'win' will see their whole stake returned to them but a 'lose' will see the house take all their stake).
https://www.mastersofgames.com/rules/roulette-rules.htm