Swap can work using a partition, which has been the usual way of doing it for years, or using a so-called swapfile. It's essentially the same thing: space allocated on the drive that can be used as RAM.
If I'm not mistaken, that's how Ubuntu has been doing it for a while, and I suppose by extension Zorin OS as well.
If you run on the terminal: cat /etc/fstab you should see a line in there that points to a /swapfile (it may be called differently but this is the default). And indeed, that seems to be the case on a fresh install of Zorin OS 17:
Note that in either case, a swappiness value of 0 means that this allocated space will not be used, but it won't delete it, either.