This question is answered in the banner topic :D Look up, there, the big blue rectangle, with the “Zero W OS Compatibility” bit :P
You can also find it here: Pi Zero W: READ THIS FIRST!
But, yes, of course the Pi Zero W wont work reliably with an OS that was released before it was :D Support for the Zero W Bluetooth/WiFi was only added into Raspbian subsequent to its release.
I suspect you might be able to get an older OS version up and running by running sudo apt-get update and sudo apt-get upgrade but… well without WiFi that may be tricky (if you don’t have a USB ethernet adapter to hand).
Why the older version? Limited internet?