Well first of all, the "vacuum" of space and "zero gravity" are unrelated.
The vacuum is caused by the gravitational attraction of objects in space. The more mass there is in any one place, the more material is attracted to it. Our very thin atmopshere is near earyh because of the earth's mass keeping it close.
In space, in between massive objects there is very little material. It's not really a true vacuum (that's why I put it in quotes above) since there is some stuff there; it's just muuuuuch less dense out there. On earth, it would qualify as a very good vacuum, but it's not empty.
As for the zero gravity, there's never actually zero gravity (That's why I put that in quotes). Anything in the solar system (halfway to the nearest star) feels some gravity from the sun, all the planets and dwarf planets and asteroids.
Even in the vast areas between galaxies, there is still gravity from the closest masses. Anywhere in the Universe, anything feels gravity from every other object in the Universe. So there never is zero gravity.
As far as astronauts in orbit; they are weightless, but not gravityless. An orbit is a free fall state where the object (the ISS, Shuttle, or astronaut) is falling towards the earth's surface at exactly the same speed as the earths surface is receding because it's a sphere and the object is moving forward. The environment they are in is technically called "microgravity".
So anywhere in the Universe, there is no such thing as a true vacuum, or true "zero gravity".
Wayne