Zinnas aren't perennials in our zone. You may be able to find information about winter sowing them in the beginning gardening forums: http://davesgarden.com/community/forums/f/b_flowers/all/
or you could just subscribe... best $20 you'll spend. We have winter sowing forums, annuals forums, I don't think there's a zinnias forum yet! But I know some folks who plant and breed them. But those are all subscriber-only forums. I can tell you that I think zinnias are considered more late summer annuals, ie you can't plant them until all risk of frost is past and the soil is warmer, or you have to start them inside, and they come in lots of sizes and colors! I have some seed but never got around to starting it.