You can load the ZDF website from anywhere. However, when you try to stream videos outside Germany, a message informs you that the content is not available in your location.
This kind of block is standard in the broadcasting industry. TV stations have to buy in content from production companies and they only pay for the right to show that entertainment in their home country.  The broadcaster signs a contract that obliges it to limit where it shows the content.
Restricting access is extremely easy, because when you visit a website it can easily, and automatically detect your IP address. If this address is outside of Germany, the error message is served.
A VPN masks your real IP address so that ZDF and all other websites only see the VPN’s IP instead. This instantly allows you to pretend to be elsewhere to bypass geographic restrictions.