I used to play mindustry and I played zones I didn't know I couldn't win because I haven't developed the right weapon to take on the Master enemy.
I have found my self playing many hours to be annihilated at the end by an enemy I didn't have the means to kill. there is no deterrence mechanism to indicate that such a zone is unwinnable and lets me waste hours for nothing.
how Am I supposed to know which zones to chose to win and unlock new types of drills for example and new weapons ? should I do more research before playing ?
You don't. Alternately, they are all winnable. Just keep hitting them, it doesn't matter if you lose, just start again.
Ok so let's back up a bit here. When you secure a zone, it's meant in the classic military sense. You may win a battle, secure a zone, and lose it again when focused on another zone.
That's why when in play I focus on installing repair drones (poly) first, usually attached to the base. After that you can build with confidence that the next round will keep that design, if you built it once.
Then, if I lose the sector, I come back with a plan that will just pick up the pieces. I just focus on development and watch the enemy attack pattern, not the units.
Focus on named sectors atleast till overgrowth. Then attack low threat sectors and secure them.
Bonus: spam turrets in a sector that is under attack then leave. You don't even need to supply ammo or power once you leave.