1N4733A Feature
Nominal Zener Voltage (VZ): 5.1V
Power dissipation (PZ): 1300mW (practically 500mW)
Zener regulator current (IZm): 178mA
Package: DO-41

Applications of Zener Diodes
Used in Voltage protection circuits
Can be used as low current voltage regulator
Input voltage protection for Microcontrollers or other IC’s
Voltage stabilizing circuits

As said a Zener diode will mostly be used in a protection circuit or in a crude voltage regulator circuit. Either way, it very important to remember that a Zener diode should always be used along with a Zener resistor.