Hi, the Zoom menu will appear in your Shortlist if the web map that your Shortlist displays contains bookmarks. If the web map contains bookmarks, and you check the Bookmarks box in the Settings > Map Options dialog, then you'll see a Zoom menu in your Shortlist. You can also choose the name for that menu in the Settings > Map Options dialog. Bookmarks are displayed with the same name and order that they are in in your web map.
To add bookmarks to your existing Shortlist app, first save and close the Shortlist Builder (if it is open). Then open the web map used in the Shortlist in the ArcGIS Online Map Viewer (do not do this while the Shortlist it is used in is open in the Builder). You can find the web map in your ArcGIS Online My Content, or, an easier way to open it, it is to go to My Stories | Story Maps , find your Shortlist, expand its entry to see its contents, and then click the Edit Map button next to the map. Add bookmarks into the web map. This is also how you can also add additional supporting layers into your Shortlist. Save the web map and close it. Now open your Shortlist in the Builder and turn on the bookmarks option in Settings > Map Options in the Builder.
If you are creating a new Shortlist and creating your Shortlist using an existing web map, you can either add the desired bookmarks to the web map before you create your Shortlist, or add the bookmarks afterwards as described above.
Rupert