What are .zsh related files and why are they seen in Home folder?

You can conceal any dot files (e.g. .zshrc, .zprofile, etc) in the Finder Window by pressing shift+cmd+. and that will toggle the hidden file view off.

Switching to the Zsh shell does not automatically create the Zsh shell related dot files in your home directory as they would need to be deliberately created.

If zsh is your shell (which it seems to be), then when you launch macOS Terminal, it would start zsh to give you a command prompt, and zsh would create .zsh_history and .zsh_sessions.

However, any other .zsh* files (eg. .zshrc, .zprofile, .zshenv, .zlogin), would have had to be manually created, or an install process for some terminal based command or utility might create one of the .zsh* files because it needs to specify some setup information that needs to be run every time you start a macOS Terminal session.

In a nutshell, zsh is the new default command line shell for Terminal. You can opt to use bash or zsh by changing the setting in Terminal under the General Tab.