why dosnt zorinOS have built in windows app support. its realy hard to install windows app with play on linux
It does,
Search Windows App Support or Zorin in software center and install or if you try to run an exe it should prompt you to install Windows App Support
It does not come preinstalled, as this would be bloatware to some. Many alternatives are provided just for this reason.
As @seanhinkley has pointed out, there is a stable version offered in the app store. Though I would follow the guide in the Tutorials & Guides section (particularly Walkthrough/Tips for troubleshooting - PlayOnLinux (POL) - running Windows applications easier than plain vanilla Wine), since playonlinux tends to require the latest version of WINE for it to work properly.
I've found the Built in Windows App support works for most applications and Steam/Proton or Lutris works best for games (depending on the game) Lutris for non-steam games*