The vortex of iron-based superconductors is emerging as a promising platform for Majorana zero mode, owing to a magic integration among intrinsic vortex winding, non-trivial band topology, strong electron-electron correlations, high-Tc superconductivity and the simplification of single material. It overcomes many difficulties suffered in heterostructure-based Majorana platforms, including small topological gap, interfacial contamination, lattice imperfections, and etc. Isolated zero-bias peaks have been found in vortex of several iron-based superconductors. So far, studies from both experimental and theoretical aspects strongly indicate the realization of vortex Majorana zero mode, with a potential to be applied to topological quantum computation. By taking Fe(Te,Se) superconductor as an example, here we review original idea and research progress of Majorana zero modes in this new platform. After introducing the identifications of topological band structure and real zero modes in vortex, we summarize the physics behaviors of vortex Majorana zero modes systematically. Firstly, relying on the behavior of the zero mode wave function and evidence of quasiparticle poisoning, we analyze the mechanism of emergence of vortex Majorana zero modes. Secondly, assisted with some well-established theories, we elaborate the measurements on Majorana symmetry and topological nature of vortex Majorana zero modes. After that, we switch from quantum physics to quantum engineering, and analyze the performance of vortex Majorana zero mode under real circumstances, which may potentially benefit the exploration of practical applications in the future. This review follows the physics properties of vortex Majorana zero modes, especially emphasizes the link between phenomena and mechanisms. It provides a chance to bridge the gap between the well-established theories and the newly discovered iron home of Majoranas.