The immediate mode commands have the syntax gzXXXX compared with the OpenGL syntax that is glXXXX. E.g gzBegin(GZ_TRIANGLES) has the same functionality as glBegin(GL_TRIANGLES).
The immediate mode commands are independent of OpenGL. They can use a Direct3D implementation where all immediate mode commands are translated into Direct3D commands as well as other available 3D APIs as long as there is a built in translator for it.
You should always try to use the Gizmo3D immediate mode commands as far as possible, so your application can use e.g. Direct3D if OpenGL is not available as 3D API.