You want to press the Ref All button, that will move your each axis, you have a switch set up on, to to home. If you have Auto Zero chosen in the Homing and limits page this will zero the machine coordinates when Mach has homed. However your Offset coordinates may or may not be at zero as this will depend whether you have any offsets set up. When you press the Zero at the side of a DRO you are zeroing the offset that is ineefect at the time, normally G54. This is to allow you to zero your axis at a point other than machine coordinates zero, it will still allow you to keep position as when you home then press GoToZ it will move all axis to your offsets zero position.
Also G28 will just move the axis to home position but will not actually home your machine, G28.1 will home your machine.
Hood