ZeroTier is a way to basically create a peer-to-peer VPN of sorts. This is just a blog about how to set that up.
One possible use case for having such a VPN or overlay network is that you can then play LAN games over the Internet because every machine in the ZeroTier VPN is on the same LAN. This is great if a game you play (usually older) does not support Internet play but does support LAN multi-player.
Another possible idea is that you can also use this to stream games from say your desktop computer to your Steam Deck even if you are out of the house (if the machines are on the same ZeroTier network).
An alternative to ZeroTier is Tailscale which would allow you to do basically the same things.