If you're following the traditional conventions.....if you're married, and you're using your title (ie Mrs), then yes, you are Mrs Fred Bloggs (let's say). If you're just introducing yourself, or to use your example, filling in a form where only your first name and surname are required, then you would be Ethel Bloggs. The use of your husband's Christian name only applies when you are using Mrs, followed by the Surname.
If you are either divorced or widowed, you then become Mrs Ethel Bloggs.
As I understand it, when a woman marries, she does automatically acquire her new husband's surname. Some women choose not to use it, which presumably is what Zara is doing. This was certainly the case when I got married, as we did look into the legalities of the whole surname issue.