The US does not use a zero to precede the runway number. For example, a runway heading of 040 degrees results in the runway being numbered simply as runway 4. Not 04. However in other parts of the world, the use of the zero is used to precede the number.
See FAA Advisory Circular 150/5340:
7. RUNWAY DESIGNATION MARKING.
a. Purpose. A runway designation marking identifies a runway by its magnetic azimuth.
b. Location. Runway designation markings, as shown in Figures 1 and 2, are located on each end of a runway.
c. Color. Runway designation markings are white. It is particularly helpful to pilots if these markings are outlined in black on light colored pavements (see paragraph 4(a)(1)).
d. Characteristics. A runway designation marking consists of a number and, on parallel runways, is supplemented with a letter. A single-digit runway designation number is not preceded by a zero.