Below are the instructions for setting HR or power zones for a Garmin 735. This method should work more almost all newer Garmins. Essentiall you will set the zones in Garmin Connect on the web and the next time you sync your device it should update with the proper zones details. This is what is used when you set you up custom workouts using Garmin Connect.
Login to your Garmin Connect account online. From the main menu on the left select Devices.
Select the device you want to set the zones for if you have more than one device attached to your account. After you have selected the device, click on the User Settings tab.
In here you will find the screens to set both your HR zones or power zones.
HR can be set by entering in your MAX HR if you know it and allowing Garmin to figure out your zones from there. Or you can manually set the zones.
Power works much the same. If you know your FTP you can enter it and let Garmin do the rest. That is what I do.
Make sure to scroll to the bottom and save your updates. Next time you sync your device with Garmin Connect your zones should update!