According to the Wikepedia article Binomial series,
which is about the series
$$ (1 + x)^\alpha = \sum_{k=0}^\infty {\alpha \choose k} x^k \tag{1}$$
if $\,x=1\,$ then $\,|x|=1\,$ and the convergence is
If $\Re(\alpha)>0$, the series converges absolutely.
If $-1<\Re(\alpha)\le 0$, the series converges
conditionally if $x\ne -1$ and diverges if $x=-1.$
If $\Re(\alpha)\le -1$, the series diverges.
In the case in question
$$ \sum_{k=0}^\infty {z \choose k} \tag{2}$$
this translates to if $\Re(z)>0$ the convergence is
absolute, if $-1<\Re(z)\le 0$ the convergence is
conditional., and if $\Re(z)\le -1$ the series diverges.
The summary is that if $\Re(z)>-1$ the series converges, otherwise it doesn't. Notice, that unlike power series, binomial series such as $(2)$ do not have a radius of convergence.