Zermatt Glacier Express To Where ???

You go only as far as Chur, then change to a direct train to Zurich.

You can go as far as you like, or get off part way. Unlike planes, trains make intermediate stops and you don't need a parachute to get off.
The actual "Glacier Express" (an extra train designed for tourists) is actually a Y-shaped route. It splits in two and goes to either Chur or St Moritz.
See this map: https://www.swissvistas.com/image-files/glacier-express-map.jpg (note this map is highly simplified and partially inaccurate)

To end up at Zürich (city or airport), there are three possible interchange points.
1) Visp. This is the quickest route to Zürich. You have to via Visp, it is at the end of the valley leading up to Zermatt, and the only way in or out.
2) Andermatt, then north to Zürich.
3) Chur, then Zürich.

Don't forget all rail routes in Switzerland have at least one train per hour.
You can look up train times on the SBB website: https://www.sbb.ch/en

The actual "Glacier Express" (an extra train designed for tourists) is actually a Y-shaped route. It splits in two and goes to either Chur or St Moritz.

Not really, it runs between Zermatt and St Moritz, with stops at Brig, Andermatt, Disentis/Muster, Chur, Tiefencastel, Filisur. and Samedan. To go to Davos on the map Chris F shows, you change to the local train at Filisur.

If you to want the most direct route to Zurich, take the regular train to Visp and change there, the Glacier Express does not stop at that station, and it would be a total waste to take the Glacier Express even if it did.

If you want a "unique" route to Zurich and don't want to pay the extra GE reservation fee, take a regular train from Zermatt to Brig. Then cross the street to the main station and take the "Loetschberger" train to Spiez. That uses the older route, mostly over the mountains, bypassing the new Loetschberg Base Tunnel that goes completely under them. From Spiez, change to a train to Interlaken Ost, then the train to Luzern. This train has panorama cars and goes over the Brunig Pass. At Luzern, change to a train to Zurich.

Sam, that is one of the inaccuracies in the map was referring to. The route actually splits at Reichenau, before Chur.
You can see this on the official Swiss Rail map here: https://www.sbb.ch/content/dam/sbb/de/infotexte/uebersichtskarte-sts.pdf
The map I chose was for simplicity, as it actually highlighted the route.
And to get to Davos (should you wish to) you can either go clockwise from Chur via Landquart, or the other way via Reichenau and Fiisur. The latter gets you the famous Landwasser viaduct just before Filisur (click for photo).

Jason, it all depends on how long you have to get from Zermatt to Zürich. Is that Zürich city you want to visit, or do you need to get to the airport to catch a flight?

Yes, but the Glacier Express does not stop at Reichenau, it continues into Chur. Then it changes directions and passes through Reichenau again on its continuation. So I guess it is a "Y" in the technical sense, but then so is the Railjet at it's stop in Buchs SG, changing direction there.