I've created a authentication script and ZAP can success fully login the application which I need to scan vulnerabilities. I used Active Scan to scan and expected ZAP can scan all the URLs in the context. The actual result was that it didn't scan all of the URLs in the Context but part of them. Some important pages are not scanned.
For recent versions of ZAP the 'Scan Node option has been replaced with the 'Recurse' checkbox in the Active Scan dialog.
If you check the 'Show advanced options' box then you'll also be shown extra tabs that give you even greater control.
Cheers,
Simon