The name of the land where most Zelda games take place is Hyrule.
Hyrule is the recurring fantasy kingdom introduced in the original 1986 game, The Legend of Zelda. It is usually home to Princess Zelda, the hero Link, and many familiar peoples and landmarks, including the Hylians, Gorons, Zora, Gerudo, Hyrule Castle, Death Mountain, and the Lost Woods.
Hyrule’s geography changes between games, so it is not one fixed map. In Ocarina of Time, it is a broad kingdom linked by Hyrule Field; in Breath of the Wild and Tears of the Kingdom, it becomes a large open world with villages, ruins, sky islands, and underground regions. Some games deliberately take place elsewhere, such as Termina in Majora’s Mask, Koholint Island in Link’s Awakening, and Lorule in A Link Between Worlds.
A common mix-up is treating Hyrule as the name of the entire Zelda universe. It is more accurately the series’ main recurring kingdom and setting, rather than the only land in which adventures occur.