Rescue Zones are areas that are used by the game to register a captured character. Your level might need a Rescue Zone if you want players to capture and save any character in your map.
I've made the process of adding Rescue Zones to your map very easy. Locate the RescueZone prefab in the Prefabs folder and place it somewhere in your level.
And that is it! If you want to alter the size of the area, or even its shape, you can either scale or replace the child GameObject called RescueZone_Trigger to any other 3D model. You can model something with Pro Builder if you need to, although I don't recommend making a Rescue Zone that is difficult to understand/use. A cube will work fine 99% of the time.
If you replace it, make sure your new GameObject has a Collider component attached with its Is Trigger property marked. It also needs to have its layer set to MissionTrigger.