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After creating a private zone in Azure DNS, an administrator must link their Virtual Networks (VNets) to that zone. This action is essential because linking the VNets allows resources within those networks to resolve DNS names defined in the private zone.

Private zones are designed to be accessible only from within the VNets that are linked to them, ensuring that DNS queries for these zones are handled privately and do not traverse the public internet. Without linking the relevant VNets to the zone, the resources within those networks will not be able to utilize the DNS records defined in the private zone, rendering it ineffective for internal name resolution.

The other options, while potentially useful in broader contexts, are not necessary immediate actions required after creating the zone. For instance, enabling autoregistration or setting up monitoring may enhance functionality or management of the private zone but is not a foundational step to ensure that it can be properly utilized. Linking the VNets is the primary requirement to ensure the zone's intended operation within the Azure environment.