Say you have a Shopify store that sells two items: apples and bananas. You want to add the email of a buyer to a specific Mailchimp list depending on the item they buy. You can either create two Zaps, using a Filter step in each, or you can create one Zap using Paths.
Filters: Filters will allow you to tell the Zap to continue only if a certain condition exists (e.g., customer bought apples). Learn how to add filters to your Zap.
Paths: Paths will allow you to do one thing if one condition exists (e.g., customer bought apples) and another thing if a different condition exists (e.g., customer bought bananas).
The Paths feature is not currently available in the beta editor, and it's only available for Professional, Professional Plus, and Teams plan accounts. If you don't have one of these accounts, you'll either need to upgrade or create multiple Zaps with filters to achieve a similar effect.