Technically 'Telephoto' means that the focal length [the mm] is longer than the lens is. In my experience, people in the photography world usually don't talk about it under that definition.
Most of the time people say 'Telephoto' they just mean 'zoomed in' or in other words 'high mm' or 'long focal length' As has been mentioned, Nikon seems to say that 85mm is the shortest focal length that they will call telephoto. I have seen people call anything above 50mm telephoto.
'Zoom' just means that it has a range of focal lengths. That range could be telephoto, it could be below telephoto, or it could range from below telephoto to above telephoto.
Here are a few examples:
A 300mm lens is a telephoto but is not a zoom because 300mm is high mm (in other words, 'long focal length' or 'zoomed in') but it does not cover a range of focal lengths. (You can only use that lens at 300mm, not 299mm or 472674mm) Insead, we call these lenses prime lenses. A prime lens does not cover a range of focal lengths, just one.
A 10-20mm lens is not a telephoto lens but is a zoom lens. It is not zoomed in at all. It has a short focal length, low mm. It's called wide angle. If you felt like it, you could shoot at 15mm when you feel jumpy and 16mm when you feel bumpy. You could not, however shoot at a high focal length as you could with the 300mm lens.
An 18mm lens is not a telephoto lens and it is also not a zoom lens because it has low mm and there is only one focal length. You'd call it a wide angle, prime lens.
An 18-200mm lens is a strange beast. It is a zoom lens but it can be considered both a wide angle (at 18mm) and a telephoto lens (at 200mm) because it's zoom range is so huge. You could shoot at 200mm and it's telephoto or you could shoot at 18mm and it's wide angle. In my experience if it is capable of telephoto, then you call it a telephoto. You'd then call it a telephoto zoom
So to talk about focal lengths:
It's either a wide angle lens (zoomed out) or a telephoto lens. (zoomed in)
And to talk about focal length range:
It's either a prime lens (only one focal length) or a zoom lens (range of focal lengths)