SOLVED: I ran the command as root, but it must be run as normal user instead.
I installed Nemo via the store (only referred to as "Files") and so far it works, but I can't set it as default file manager. I tried this tutorial, but no success:
The Desktop is managed by the File Manager. If you do not set it to Nemo, then Nemo will be what displays your files in GUI, but Nautilus will manage the Desktop.
A big advantage of using Nemo is that it offers more features and user controls, as well as it makes better sense to sync the Desktop management to the same file manager.
I see, thanks. Yes, Nemo is the file manager I used when I started with Linux on Desktop with ElementaryOS (I believe they also only had Nautilus or something like that). When I finally moved to ZorinOS I was happy that I could find it in the store (even if only called "Files" there)
I hope ZorinOS is moving forwards, it is so far the most straightforward Desktop distribution I have seen
That is not Nautilus, it is the File Chooser that you are seeing which is part of the Desktop. Since it is Gnome, then the File Chooser looks similar to Nautilus.
You can find documentation on gtk.FileChooser using web search.