This information is from my ebook about Remington 870:
Zeroing is one of the first procedures you need to make to use your Remington 870 efficiently. The best ammunition for zeroing is slugs. Zeroing should be performed with a shotgun on a gun rest; this will enable you to hold shotgun still and make zeroing more reliable.
Make several shots (3 is enough) at a target which located on distance of 30-50 meters. Check results and make adjustments if needed.
Windage is horizontal adjustment of your sight.
Eleveation is vertical adjustment of your sight.