UTC

Five steps to convert a time given in GMT/UTC/Zulu/Z into your local time:

look at a clock in your room, it shows what is called walltime
convert your walltime into 24h format
visit this page to view the current Coordinated Universal Time (aka UTC)
substract the current UTC from your walltime, the result is called 'timezone' or 'offset'
now you can convert any time given in UTC to your local time by adding above calculated offset

Example

I want to know when is 13:12Z

I look at my wall clock. It is 5 pm.
...convert it into 24h format ---> 17:00
...look up the current UTC time -> 23:00
...substract UTC from walltime --> 17:00 - 23:00 = -06:00
...convert 13:12Z into my local time: 13:12 - 06:00 = 07:12 = 7:12am

(note: if you want to prevent 'carry calculations' you should refrain from calculating your timezone when your local date and the UTC date differ. (E.g. when it is a different day in UTC))

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Notes of interest:

Often UTC is called GMT (which is incorrect as GMT was replaced by UTC in 1972)
Sometimes UTC is called Zulu Time (which is correct as Zulu Time indicates the +0000 timezone and thus the current timestandard)
Times given in UTC are denoted by the character 'Z' at the end of the time. Examples of proper use would include '15:26Z' or '1526Z' which are both in concordance with the international standard. However, it is not proper to use '15:26 UTC' as UTC is a time standard and not a timezone.
That what you likely know as timezones (EST, MEST, CEST...) are names for timezones or even abbreviations for timezone names. They are not standardized and duplicates do exist. Thus their use is regarded as improper in international date formats.