In Jerusalem — Literally understood, you have the first fruits of them mentioned, Acts 2:10-12. Mystically, Jerusalem is the church of Christ. To pray — To perform all gospel — worship.
Related Commentaries of Zechariah 8:22
Zechariah 8:22
22 Yea, many people and strong nations shall come to seek the LORD of hosts in Jerusalem, and to prayi before the LORD.