Secure zone is an area where you save a created image, so yes you have to put something there. Tell True Image what you want to back up and t to save it in the secure zone. I believe you can the make incremental backups to the secure zone at regular intervals.
If you need to restore an image, you can do so without using the boot cd you created. If you press f11 a version of true image will load allowing you to access your backups. Handy if you can't boot into to windows to restore a working image. I found thihat this version took an absolute age to load, so have removed it from my system and will use the boot cd I created if I ever get into real trouble.
But try it yourself your set up may load TI from the f11 prompt at a more acceptable speed.
Hope this helps if not there is a forum on the Acronis site that is very useful.