The manual means that if you specify your VPS time zone as UTC (in Windows), then make sure that the date,hour and the minute actually reflect UTC time.

In live trading Zorro timestamps incoming ticks (and ends bars) as per local computer time (+/- time zone difference vs. UTC).
So, it is quite important to regularly sync your computer clock to the atomic reference.
There are several utilities for that and a number of different servers to sync to. Google is your friend.