I have seen it done both ways, 05 and 5. I send 5nn 4 TU
Many send 5nn4
If you use a contest logger like N1MM, It knows the zone automatically and puts it in the log for you when you put the call in. It is almost always right. It uses an internal database of known contesters I believe to get the Zone.
This is why I like CQWW contests. No serial or other stupid exchange. Makes it VERY easy for a casual contester like myself.
If you have never done contesting, CQWWCW is a good place to start since it is a BIGGIE and the exchange is a piece of cake.There is so much DX you can do DXCC in a weekend..
Good luck Gene and most of all have fun...
Stan K9IUQ