SilvioM In the end, the ra axis has to align with the rotation axis of the earth. There are only 2 degrees of movement needed to align both axis: altitude (or elevation) and azimuth.
Silvio, there are 3 dimensions.
Look up into the sky towards the pole. Pan your head left and right (this is the azimuth direction). Now pan your head up and down (this is the altitude or elevation). This will center the pole in your eyes.
While you keep the pole centered, tilt your head. Notice that what you see now rotates around said pole. The pole is still centered, but the "picture" rotates. This is the east-west leveling of your mount.
When you level your mount in the east-west direction, you basically ensure that the zero Hour Angle of your mount corresponds to the Right Ascension of the Meridian line at a particular time. I.e., it ensures that the mount is pointed at the Meridian when it is commanded to do so.
Modern mounts have an internal mathematical model, and they can compensate for this leveling after doing a multi-star alignment. I have no idea if the ZWO mount has such a facility.
If it does not know how to model this, and the mount is not leveled, a blind GOTO to a star east of the Meridian will have a different sign error compaired to a blind GOTO to a star west of the Meridian (because a Meridian flip causes a clockwise RA motor movement to change directions).