The Zen Thermostat as it ships from the factory has modes Off, Heat, and Cool. The published device handler for it supports only those three modes. However, the thermostat has Advanced Settings available through which it may also have Auto mode. See these instructions at the Zen website to set this.
If you want to use Auto mode with your Zen Thermostat you need to use a modified device handler (see below). You would install this in your IDE / My Device Handlers, New Device Handler, From Code, paste the code from Github, then Create, then Publish for me. Then use the IDE to edit the device of your Zen Thermostat to be My Zen Thermostat instead of what it is now; click Update.