Zero Install downloads files from several different places.
First, it downloads from the author's web-site a list of versions of the application that are available and what other libraries the application requires. Zero Install then downloads information about those libraries too, from their web-sites.
These lists are signed by the developer who published them. When you use software from a developer for the first time, Zero Install asks you to confirm that you trust this person's signature. It asks your Key information server for extra information to help you decide.
Finally, it chooses an appropriate set of versions and downloads those packages.
The Mirror server is used as a backup if the project servers don't respond or return an error.