The Weapon Engagement Zone (WEZ) is the area around a target aircraft from which an air-to-air weapon can be fired and successfully hit the target. If your aircraft is inside the WEZ, the weapon has a chance of hitting the target, but if you are outside of the WEZ, your chance of hitting the target is slim to none.
Each weapon has a characteristic WEZ which depends on the properties of the weapon, particularly its propulsion and targeting capabilities. For example, here are the WEZs for the AIM-9P and AIM-9M…
The AIM-9P must be behind the target aircraft in order to lock onto the infrared radiation from the aircraft's engine - therefore, its WEZ is limited to the area behind the aircraft. The AIM-9M is a more advanced version of the AIM-9P which can lock on from the front - its WEZ extends all around the aircraft.
Note that there is a "donut hole" in the center of the WEZ - this represents the area in which the aircraft is too close to fire the weapon. It will not have time to lock on and navigate to to the target before flying past it.