Dual boot Windows 10 with 1 drive

Hello
I found a video to install Zorin OS on a Windows 10 laptop (dual boot) with 1 HDD
It says to shrink the partition and create 50GB for Zorin OS
I did all of that, create the bootable flash drive with Rufus, but when I click on "Install now", I have the following message: No EFI system partition was found. The system will likely not be able to boot successfully etc....."
Is it about how I created the partition? How I created the flash drive with Rufus? Or is it something to change on the BIOS?
Thanks for your help...

Is your BIOS set to legacy or UEFI?

I think I tried both...Which one should I use though?
Depending on the setting in the BIOS, does the Rufus process differ?

It would be the best to keep the setting in your BIOS which was set for the Windows install, because when you change it now that makes problems.

When you have a legacy BIOS it is the best to set in Rufus a MBR partition scheme. With an UEFI set GPT as partition scheme.

As place for the bootloader installation you would set the first partition on your drive (EFI partition) = windows boot manager for an UEFI, and with a legacy BIOS you don't have such a EFI partition and would set the entire drive, e.g. /dev/sda, as place for the bootloader.

When you have a legacy BIOS and no EFI partition you get this warning of missing EFI partition, but you can ignore it.

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OK, I will try that (Legacy BIOS, MBR in Rufus and ignore the message)....

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Well, looks like it worked: Zorin OS installed properly
BUT......I don't have the dual boot option: it starts straight with Zorin, wihout asking if I want to boot with Windows or Zorin !!!!
This is the video I followed actually:

Grrr........

Any idea what I should look at to get the dual boot menu?