There is no book called "Far East of Eden Zero." (Nor is there such a game.)
There is only ONE book, called "Far East of Eden: Ziria," a made-up book (it doesn't actually exist, it's just part of the game's marketing) written by "P.H. Chada" about the history of Jipang, focused on a young man named Ziria. The story goes that P.H. Chada, an American historian, worked with Hudson to bring his book to Japan as a game, and the Japanese developers chose to rebrand the game as Tengai Makyou: Ziria instead of keeping the title the same as the book.
But they kept the "original English title of the book" on the game's package as decorative text out of respect. The games that are set in Jipang put FEOE on the package to reference that they reflect P.H. Chada's history of Jipang, but not all of the games are set in Jipang, as I said, and not all of the games have FEOE on the package.
If you're having trouble with the pronunciation of Tengai Makyou, it is best approximated as "Ten Guy Mock Yo." It's not that hard to say, if you think of it like that.
It translates to something like "The Devil's Cave Beyond the Heavens." However, much like with Suikoden or Shin Megami Tensei, it is best to just leave it as the proper name of the game series, and respect the fact that Far East of Eden and Tengai Makyou, though they share a history, are not interchangeable.