Question-and-Answer Resource for the Building Energy Modeling Community
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In E+, unless you put a ThermostatSetpoint object and a heating/cooling system(or IdealLoads), the Zone will be unconditioned.
In OpenStudio, unless you input a heating and a cooling schedule (if no cooling, put a really high value but still input it) and a heating/cooling system (or IdealLoads), the ThermalZone will be translated to an E+ Zone that doesn't have a ThermostatSetpoint, and therefore unconditioned.
As far as whether you should create one big Zone or several smaller ones, you have to understand the underlying concept of E+. The Zone is "Thermal", not geometric, that is why we usually call it a Thermal Zone. A Zone means one node in the calculation: the heat balance and the condition of the Zone will be calculated at each timestep (temperature, humidity, gains, etc). The Condition of the Zone is also assumed to be perfectly mixed by default. It means that if you define one Zone, you get one temperature for example. If you're interested in knowing what the temperature is in a perimeter room that has windows versus a core zone, then you must define several Zones.
Note that a Zone should also be convex as much as possible to avoid inaccuracies in the calculations, especially for Solar, so that might justify making more than one if your building is not shaped like a perfect rectangle.
I suggest you read the Getting Started document that comes with EnergyPlus, especially but not limited to the A Methodology for Using Energyplus - Step 2: “Zone” the Building
