Then the angel who talked with me came forward and said to me, "Lift your eyes and see what this is that is going out."
There are a series of visions in this book that get increasingly stranger as the book progresses. Chapter five contains the weirdest visions. The second one (Zechariah 5:5-11) of a woman named “Wickedness” who is carried off to Babylon by stork-winged women messengers clearly typifies the purifying effect of the Captivity on the Jewish nation. Bizarre but meaningful when we consider that Zechariah was preparing the Jews for their return to Jerusalem. The first vision of a flying open scroll as large as a billboard (Zechariah 5:1-4) is really odd. It is meant to show that the curse of the Law is what led to the captivity in the first place. That part of the way God dealt with covenant breakers was through the judgment of the captivity. It sets the scene for explaining the second vision.
In all there are 8 visions in the book. They explain why Israel would return to the land, how God would purify His people again, and what the leadership of Jerusalem was expected to do. The following chart in the ESV Study Bible helps place all the visions in Zechariah into perspective (click on it for large readable version):