The G'L-Doses, mysterious beings of great power and even greater randomness, created the Zoo to house the many beings they abducted from throughout the universe.
However, once they put them in the Zoo, the G'L-Doses ignored the creatures, never viewing or studying them. The beings were simply left to live on their own.
Once in the Zoo, the abducted beings were granted apparently immortal life spans. They live without rules and create their own societies. The Zoo is essentially a place with no reason to exist, and where there is nothing to do but think about that fact.
The main spaces of the Zoo are long featureless hallways. However most beings seem to have their own rooms that are designed for their own wants and needs, and there are various forms of entertainment and resources. For instance, the dissolute Ira has a room strewn with beer cans, and Moonshadow and Sunflower have a room with various human objects, such as a TV (that can't pick up the the television stations from far-away Earth).
There are three instances in which the G'L-Doses intervene at the Zoo. In the first, a G'L-Doses marries Sunflower and impregnates her; her son is Moonshadow. Later, the G'L-Doses provide her with a library, which Moonshadow especially loves. Finally, Moon's father shows up and sends Moon, Sunflower, Ira, and their cat Frodo out of the Zoo and off on adventure.
Moonshadow often later reflects on his time in the Zoo, and considers some of the other existentially-bereft or teleologically-unclear locations he runs into, such as Lord Gaylord's refuge of peace on Bingbangboom, or Darkmeister Ebann's prisoner of war camp, to be analogs of the Zoo.