Variations in Power Transformer Diagrams for multiple primary windings
The datasheet drawing is misleading and/or incorrect, as it shows a single primary winding with two "Zero Volt" taps.

If you have the transformer in hand, you should check the primary side with an ohmmeter to see if it is really connected as the drawing, or in fact has two separate windings, with no connection between the two "Zero Volt" terminals.

Edit:
If the primary is two separate windings, you should determine what the correct phasing is before connecting the windings in parallel - connect the two "zero volt" terminals together, apply power between them and one "115 V" terminal, then measure the voltage between the two 115 V terminals - if it is zero, the phasing is correct, and the 115 volt terminals can be connected together to parallel the windings.  If the voltage between the 115V terminals is 230 V or so, then the phasing is wrong, and the 115 V terminal of each winding should be connected to the Zero V terminal of the other winding for parallel operation.