Zero range does not matter. There's virtually no drop from the muzzle out to common self-defense distances, so the only thing you're accounting for is the vertical difference between the sights and the muzzle.
Verify that the windage is lined up, and have at it. Which, unless you've slapped aftermarket sights on it, is all you're going to be able to do. I believe the Ruger Security 9 is only available with drift-adjustable sights. And windage shouldn't be distance-dependent, assuming everything else (i.e.--the shooter) is working correctly.
I would spend more time learning how to shoot sans sights--not difficult, just requires solid fundamentals--and shooting strong-hand only.
If you're talking about zeroing in a laser--as the Security 9 is often packaged with, although I don't know if the included model is adjustable--I would suggest an offset zero. In other words, if the laser is 2.5" below the muzzle, adjust it so the point of impact is 2.5" above the laser dot. Thus zeroed, PoI/PoA should remain negligible at any reasonable distance, and a great many unreasonable ones.