So it's using a dessicant? Heating a saturated dessicant in an enclosed environment can produce a hot, high humidity environment where dehumidification is easy. That said, it will still produce the most water someplace like San Francisco, where the humidity is high. There are places where humidity is high and the rainfall is very low.
Apparently, Zero Mass Water is using some good engineering to get something like a 4X efficiency increase for water extraction over existing commercial dessicant dehumidifiers. It's possible that removing the requirement to process large volumes of air could produce such an efficiency increase.