As your first time to enter the instances ZS/DS u must kill Sharleedah and Gestero.
After you kill sharleedah you loot secret documents from it. those eventually open quest that is called 'Surprise Zuhridon'. once you get that quest you can enter ZS and DS.
Lair of the Deamon Dragon is one boss instance (Gestero). After you kill him for the first time you will receive an item (heart) which you will need to enter last boss's room in DS.