Do you have the ZIP codes as a feature? Do you want the distance to the closest part of the ZIP code, the furthest, or the centroid?
Near Analysis or Generate Near Table (Analysis)—ArcGIS Pro | Documentation
would be the ticket.
I'm not sure what you mean. What projection/coordinate system is the map and data in?
It would be values of those units of measure, I suspect meters in this case i.e. 16036m -> 16.036km, use the measure tool to check this.