Hello Tomasz
Simply do a dummy purchase of a point-to-point ticket and you will see the zones: 110, 150, 151, 154, 155, 156, 610, 623, 624.
In fact, you gonna pay for 7 zones yet will receive a ticket for 10 zones as you are allowed to travel via Thawil or via Affoltern a/A.
Between Zurich HB and Zug you can only purchase tickets from ZPASS fare network, they are always zone based.
Kind regards,
Roland