All players have the opportunity to enter a Continental Championship, of which there are four, while some players also have the opportunity to enter a zonal tournament. FIDE zones are subdivisions of the continents, composed of one or more countries. Historically, all players had the opportunity to qualify for a zonal tournament, usually by placing well in a national championship. When FIDE instituted the Continental Championships in the early 2000s, they left individual continents the option to continue organizing zonal tournaments. Knowing FIDE, I imagine this was done for political reasons.
The following table, from my page on the World Chess Championship Zonals, shows the Continental Championships and zonal tournaments which were held for the cycle currently in progress. According to my numbering, it is the 26th such cycle since FIDE took control of the World Championship in 1946, and will culminate in a title match later this year.
Qualifying events in cycle 26
Zone numbering in the left column (e.g. 2.1 for the USA) follows the FIDE assignments for zonal tournaments, except for zones numbered 'x.0' (e.g. 1.0 for Europe, where the '0' is my own convention), which are Continental Championships. For the current cycle, the table shows two Continental Championships each for Europe (1.0), the Americas (2.0), and Asia (3.0); and one for Africa (4.0).
From the table we see that Europe has only a Continental Championship and no zonals, while the other three continents have both a championship and zonals. I'll continue with the continental regulations in part III.