Yes, they are natural harmonics. Not pinched (I think that's the word) harmonics like the ones Zakk does. When Zakk plays he uses both the pick and his thumb.
Hold the pick so that only the tip of it shows and "hit" the string with the edge of the pick and your thumb.
Natural harmonics is what Zakk plays in Stillborn, Low E 2:nd fret (F#)
Touch the string without pressing it down... Some tones are VERY hard to play but when you get the hang of it you can do some really cool stuff!!!