The correct sequence for creating a security zone on a Palo Alto Networks firewall begins with navigating to the main Network tab in the PAN-OS web interface. From there, you select Zones from the side panel. To create a new zone, you must click the Add button. This action opens a configuration dialog where you are required to provide a unique Zone Name and specify the Zone Type (e.g., Layer 3, Layer 2, Tap). Finally, after defining the zone's basic properties, you assign the relevant physical or virtual interfaces to it, which logically groups them for security policy enforcement.

Palo Alto Networks. (2023). PAN-OS® Administrator’s Guide Version 11.0.

Section: Network > Zones > Configure Security Zones

Content: This official guide outlines the procedural steps for creating a security zone. It explicitly states the process starts with selecting "Network > Zones", followed by clicking "Add". It then details the required configuration steps within the Zone dialog, which include entering a Name, selecting a Type, and adding interfaces to the zone. This source directly confirms the ordered steps provided in the answer.