A systematic study of (smooth, strong) cone structures $C$ and Lorentz-Finsler metrics $L$ is carried out. As a link between both notions, cone triples $(Omega,T, F)$, where $Omega$ (resp. $T$) is a 1-form (resp. vector field) with $Omega(T)equiv 1$ and $F$, a Finsler metric on $ker (Omega)$, are introduced. Explicit descriptions of all the Finsler spacetimes are given, paying special attention to stationary and static ones, as well as to issues related to differentiability. In particular, cone structures $C$ are bijectively associated with classes of anisotropically conformal metrics $L$, and the notion of {em cone geodesic} is introduced consistently with both structures. As a non-relativistic application, the {em time-dependent} Zermelo navigation problem is posed rigorously, and its general solution is provided.