The zodiac belt is an imaginary band in the sky extending about 8-9 degrees north and south of the ecliptic (the Sun's apparent path). This 16-18 degree wide band contains the paths of the Moon and visible planets.
This narrow belt represents less than 5% of the entire celestial sphere, yet it contains the astrological "action" - where the planets move and form aspects to each other.
Ancient astronomers chose these specific constellations because they noticed all planetary movement happened within this band.