The older Raspberry Pi's (Pi 1, Pi 2 and Pi Zero) couldn't boot from a USB-device, but the Raspberry Pi 3 has support for it. The Pi and Pi 2 have semi-support for it (using an SD-card with a single bootfile). The Pi Zero W is a remake of their older boards but it's newer than the Pi 3.
Is the Raspberry Pi Zero W fully compatible with the new bootcode? Can the Raspberry Pi Zero W boot from USB without using an SD card?