A picture says more than a 1000 words, so look at these picture:
These three wild birds show quite well what Zebra Finches look like, and how to tell the difference between males and females. In the picture there are 2 females and 1 male. Notice how the male has orange cheek patches and flanks, and how the beak has a deep red colour.
This Zebra Finch (also photographed in the wild) is typical of a young male. When he was even younger, his beak was black and you could not see the colour in his cheeks and flanks, but now he is gradually colouring up.
Another Zebra Finch pair photographed in the wild.
Zebra Finches originally come from Australia and the Lesser Sundas. The Zebra Finches you are likely to see in a pet store are all decendants of the Australian sub-species.
The Australian Zebra Finch's natural habitat is the dry and arid areas of Australia. In general, you can find Zebra Finches just about anywhere except most of the coastline and Tasmania.
Because of the large range, Zebra Finches can be found in all of Australia's climatic zones: tropical, subtropical, transitional zone with winter rain, and warm temparate.
Zebra Finches are usually found in open country with grass and some scattered trees and bushes. They live mainly on grass seed.
Australia no longer exports Zebra Finches, so all the "Australian" Zebra Finches we see outside Australia have been bred in captivity for generations.