Mega Man ZX (originally known as Rockman ZX) is a continuation of the Zero series.
In the ZX world, humans and Reploids have been merged so that there is no difference between them. Characters from the Zero series games (such as X, Zero, Harpuia, and so on) now exist as something called “Biometal.” These are fragments which contain the personalities and powers of the Reploid. These Biometal entities can bestow their powers onto a chosen person, allowing that person to transform.
The ZX games play very much like the Zero series games, except for the Models which are your transformations. Instead of obtaining and using weapons and EX Skills, here you obtain Biometal, each of which comes with specific weapons and skills.
For more information see the Plot page, or try the Game List.