script_flag is just a variable on the trigger that you are setting, in your script you are telling the game the name of the zone, the name of the zone adjacent to that zone and the script_flag.
World at war has a flag system, that will wait until a flag is set before doing an action, so the zones are setup to wait until the flag they are initialized with before spawning zombies. When the player purchases the door, treyarch has setup the doors to check if they have a script_flag on them and if they do, then it will set that flag (this opening the zone).

This is a tutorial I made some time back that explains the way zones work. If you follow this video after reading the linked UGX tutorial, everything should be very clear. http://ugx-mods.com/forum/index.php/topic,9875.msg108827.html#msg108827