A zener diode needs a minimum current to work properly. If there is no resistor there, it might destroy the diode. Most zener diodes are used as regulator. Please review Kirchoff's Voltage Law.
When a Zener diode is placed in parallel with a resistor, the drop across the zener diode will appear across the resistor. When the zener diode is reverse biased, the diode enters into breakdown region and the drop across it is a constant. But when the zener diode is forward biased, the drop across it varies exponentially as it is more like the ordinary diode when forward biased.
