This information is from my ebook about Remington 870:

Zeroing is one of the first procedures you need to make to use your Remington 870 efficiently. The best ammunition for zeroing is slugs. Zeroing should be performed with a shotgun on a gun rest; this will enable you to hold shotgun still and make zeroing more reliable.

Make several shots (3 is enough) at a target which located on distance of 30-50 meters. Check results and make adjustments if needed.

Windage is horizontal adjustment of your sight.

Eleveation is vertical adjustment of your sight.

  If you see such group on your target, adjust the windage to the right.

If you have adjustable rear sight, move it to the right.
If you see such group on your target, adjust the windage to the left.

If you have adjustable rear sight, move it to the left.
If you see such group on your target, raise the elevation.

If you have adjustable rear sight, raise it up.
If you see such group on your target, lower the elevation.

If you have adjustable rear sight, lower it down.