Self-employed professionals without staff, zzp'ers for short, work at their own expense and risk. During illness or when business is slow, they cannot fall back on a benefit or insurance, unless they have taken out an insurance policy themselves. However, they can make use of various schemes intended to stimulate entrepreneurship. Self-employed professional without staff is not a legal structure. Most self-employed professionals have a sole proprietorship (eenmanszaak) or a private limited company (Besloten Vennootschap, BV).
As a zzp'er, you can start a business in the Netherlands or carry out a temporary assignment in the Netherlands while based in another country. In both cases, you will have to deal with Dutch government rules and regulations. Many of them are the same as for other entrepreneurs; some apply only to self-employed professionals.
Check Business.gov.nl for more information about self-employed-professionals.