I'm not exactly sure. The only info I could find on Microsoft's web site is for prior versions of Word from what I have (365).

On other training sites, I've seen it mentioned that they automatically break at the syllables, or "grammatically correct places" (Ionos). I've always thought that some breaks at the syllable just don't read well like pleas-ure. Then again, we really don't use auto hyphenation in our typical documents at my office, so I'm not dealing with it a lot.

But, if you want to use hyphenation zones, you could save your document in the .doc format, even with 365, and the zones area will be accessible.