ZDock is suitable to protein-protein docking. Whereas RDock is mainly for protein-small molecule docking. You should decide based on the two molecules you want to dock. If you want to dock another protein or large peptide against a protein, then go for ZDOCK. If you want to dock small molecule or small peptide against a protein, then go for RDock.
It is not necessary to perform one protocol if you are performing other protocol. Two are independent algorithms.
ZDOCK uses a fast FT (Fourier transform) to search all possible binding modes for proteins, evaluating based on shape complementarity, electrostatics and desolvation energy. The top 2000 predictions from ZDOCK are then given to RDOCK where they are minimized by CHARMM to improve the energies and eliminate clashes. Then the electrostatic and desolvation energies are recomputed by RDOCK (in a more detailed fashion than the calculations performed by ZDOCK), that signifies its importance.