Nothing in small house in Westminster area (4)
I believe the answer is:
soho
'westminster area' is the definition.
(I know that Soho is a area)
'nothing in small house' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'in' indicates putting letters inside.
'small' becomes 's' (abbreviation - e.g. clothes size).
'house' becomes 'ho' (abbreviation for house).
's'+'ho'='sho'
'o' going within 'sho' is 'SOHO'.
'in' is the link.
(Other definitions for soho that I've seen before include "Hunter's announcement of sighting a hare" , "Colourful district in central London" , "London square" , "Parts of London and New York City with the same name" , "London's former Bohemia" .)