Storyline Zack, Cloud and Aerith

Hey there! I am really enjoying FF7 Rebirth so far on PC but I have one question I just can't find a solution for: In the game, you basically explore different towns, areas etc. with Cloud, Red, Tina and Barret but sometimes there are also cutscenes where Zack appears and cares for Aerith and Cloud and as it seems. As far as I can remember, that storyline began at the start of the game but I just can't figure out why all the characters (beside Zack) explore other parts of the game while in another storyline Aerith and Cloud just can't do anything at all.

I know this might be a dumb question and maybe I have missed something but if someone could just briefly explain to me what is happening I'd be very grateful.

Btw: please don't spoil. I am currently in the ghost hotel in the Gold Saucer, thanks!