Re: At what distance to ZERO ?
Depends what distances you'll be shooting at and what kind of target. I mostly shoot at paper so my zero is 100 yards. If I'm shooting mid to long range (200 - 600 yards), I'll zero at 100 and dial up. If I plan to shoot longer than 600 yards at steel, I'll go for a 200 yard zero.
As for using the mildots, use your search-fu for some good discussions on how to range and adjust your scope settings for the distances you describe. Unless the scope reticle was specifically calibrated for your rifle, shooting specific bullets at certain velocities, under laboratory conditions - you will likely be disappointed. But hey, a lot of variables means learning, reading and absorbing new information to make your system work for you under conditions that you will be shooting in.
There's a lot of good information here but you got to filter it yourself to see what works for you and what doesn't. I learn more by reading and searching through older threads and keeping an open mind. I've learned, if I can think of a question, someone has asked it before and the answer is here somewhere.
Good luck and I hope this helped,
Gunfighter