Why most employers preferred experienced candidate when all of us started w/ 0 and we're applying for the position because we know we can do the job?

I think it depends on the tasks of the position, whether it needs senior or junior employee.  

You may know how to do the job but the challenge is how to let others know that you can do the job :)

You can always start with freelance or internship work to build up some experience that you can share through your profile and make your resume more visible by potential employers.

Good luck.

Mo Issa