The document is basically a 2d image that has some depth and other information stored in the pixels. You can think of it like a photoshop document (it can even be exported as an psd).
In zbrush, 3d models are referred to as ‘tools’. This is because you can use these polygon models as tools to draw on the document and manipulate its pixels (sort of like a super-advanced version of one of these).
When you draw a model onto the document, zbrush will give you once chance to edit the tool before converting it into pixels. This is where the sculpting happens.
If you accidentally converted the model into pixels, you can just clear the document and redraw the tool back onto it before entering edit mode again.
Lastly, if you want to save the model, be sure to save the tool and not the document.