Zero Knowledge - Who is greater? I just encountered the term "zero-knowledge" and wanted to know more about it.

I understood that there is a zero knowledge protocol between two parties to determine whether $x$ is greater than, equal to, or smaller than $y$, given that one side knows $x$ and the other knows $y$, but I couldn't find anything about it.

I searched in google, but couldn't find an answer (maybe I'm just bad at searching).

Hopefully you guys can give me a simple answer.
If you just encountered the term, I would suggest that you get used first to the intuition of how it can be achieved. ZK using graph isomorphism is great as an introductory example (although impractical for more cases).

That said, what you are looking for is known as [Yao's] Millionaire's Problem. The description of the problem talks about two millionaires who want to find out who is the richest of them without disclosing their actual wealth.

I believe that, for your problem, it is not zero knowledge what you're looking for. Look instead for multiparty computation, but beware: this is a huge research area. In MPC, you want multiple entities to interact, but you know that some of them can cheat in very different ways. The literature is strongly associated with e-voting. You will meet there with Zero Knowledge, but also with homomorphic encryption, commitments and other concepts. You'll be specially interested in oblivious transfer: Bob knows a function $F$. You, Alice, want to get the value of $F(n)$ without telling Bob the value of $n$.

There are different ways to approach the problem, each with a set of trade-offs. You can start at the Wikipedia page about the problem and come back later if (when) you have more questions. It all depends on the capabilities of your adversary. After all, you could just ask the two millionaire's independently in separate rooms and tell them who is the richest without disclosing their values, without using any crypto!