If you are using long wires to transport a signal to e.g. the analog entrances of your arduino, then voltages sometimes can be generated in those wires that are a bit too much for your Arduino and you may blow it up.
A small protection circuit may prevent a lot of problems and aggravation. Of course the Zener and resistor should be placed close to the chip.
Should you be considering building the simple Arduino board, described earlier, then take advantage of the space that is still present on the strip board, right in front of the Analog gates. Cutting the strip, bridging that cut with a resistor and connecting the zener between anolog and ground would be easy to do.
Arduino, ESP8266, ESP32 & Raspberry Pi stuff 