As explained in the overview, MTZ changes the way the system stores and displays dates and times. Switching MTZ on and off is not recommended. Carefully consider your business needs before activating MTZ.

Typically time zone data is loaded during the installation process. Since a time zone must be associated with each user, this data is loaded or created by the system administrator using functions on the Multiple Time Zones menu (36.16.22) on the System Administration menu. Loading time zone data is accomplished with Multiple Time Zone Load Utility (36.16.22.13).

Even if you have completed this general setup, you must still execute the Multiple Time Zones Startup Utility (11.21.22.24) to activate multiple time zone features. If you have already loaded time zone data, you can set these fields to No in the utility.

See here for details.