The $n\times m$ zero matrix is the $n\times m$ matrix so that every entry is $0$. We write this as $0_{n\times m}$. So \[ 0_{n\times m}=\begin{bmatrix} 0&0&\dots&0\\ 0&0&\dots&0\\ \vdots&\vdots&&\vdots\\ 0&0&\dots&0\end{bmatrix}\] where this matrix has $n$ rows and $m$ columns.