I think that this is it:
"Cathodic protection works by introducing another metal (the galvanic anode) with a much more anodic surface, so that all the current will flow from the introduced anode and the metal to be protected becomes cathodic in comparison to the anode. This effectively stops the oxidation reactions on the metal surface by transferring them to the galvanic anode, which will be sacrificed in favour of the structure under protection.
For this to work there must be an electron pathway between the anode and the metal to be protected (e.g., a wire or direct contact) and an ion pathway between both the oxidizing agent (e.g., water or moist soil) and the anode, and the oxidizing agent and the metal to be protected, thus forming a closed circuit"
Why is this caused by a bigger anode surface? How does Cu have a bigger surface than Zn?
When they are connected, electrons can flow from Zn to Cu, and Cu can be reduced so this doesn't make any sense