I agree, it's still a bit unclear whether you want to have two separate drives (one with Windows and one with Zorin OS) or set up a dual boot on the same drive.
Actually I don't care about a dual boot. I want 2 separate drives so that I can install the HDD with Zorin in another desktop. This I did with KDE Neon and it works perfectly.
Install Win on one drive with the other HDD / SSD disconnected, then disconnect the Win disk, connect the other HDD / SSD you want to install Zorin to, boot, install, done - when you want to switch, change the boot order in BIOS.. or, you may be able to just choose your Win or Zorin disk in BIOS one-time boot selector (won't affect the primarily selected disk in BIOS for booting btw) with F12 -- may be different, that's what my Dell OptiPlex and my Asus ZenBook use (aptly named ZoriPlex and ZorinBook.. hehe).