A Raspberry Pi Zero (W) and Arduino are very different animals, the prior has processing power and connectivity while the latter has some analog to digital converters (ADCs) and nearly real-time reactions. You can connect them to one another with a USB cable and for many projects that will happily wed the two. Beyond that, we can interface this odd couple entirely through serial, SPI, I2C, and logic-level signaling. How? Through a device by [cburgess] that is being called an Arduino shield that supports a Pi0 (W). Maybe it is a cape which interfaces with Arduino. The distinction may be moot since each board has a familiar footprint and both of them are found here.
Depending on how they are set up and programmed, one can take control over the other, or they could happily do their own thing and just exchange a little information. This board is like a marriage counselor between a Raspberry Pi and an Arduino. It provides the level-shifting so they don’t blow each other up and libraries so they can speak nicely to one another. If you want to dig a bit deeper into this one, design files and code examples are on available.