Yup, Zeppelins were used to bomb the UK, France and Belgium between 1915 and 1918.
They were a huge propaganda success - the thought of Germans attacking the enemy capital was wildly popular in Germany and produced near panic in the UK. But the raids were little more than a nuisance in terms of the damage they did - about 500 people were killed in Britain by Zeppelins throughout the war.
The biggest problem for the Germans was their navigation, they rarely found their intended targets and even when the did, precision bombing was impossible. The Zeppelins were soon outclassed by improved planes with incendiary bullets, forcing them to fly even higher which made them even less useful.
Perhaps surprisingly, by the end of the war bomb loads were in the tonnes - far higher than the aircraft of the time. But the cost of the Zeppelins and their fragility made them obsolete as the Germans, including the Zeppelin company, developed long-range multi-engined bomber planes.
Zeppelins did do a bit of reconnaissance for the German fleet and for the army over the Western front, but incredibly no one seems to have thought of using them in association with U-boats to find Allied convoys and direct attacks.