You don't explicitly configure a zone for the thermostat connection.  Just go into the Setup tab, scroll down to Thermostats, and add the thermostat to the setup.  Be sure to give it a name, even if you only have one, because there are some things that won't work right if the thermostat doesn't have a name.  
Once you write that setup to the controller, it will know that it needs to configure zone 16 for a thermostat connection, and it will do that automatically.