Even though you downloaded it from the Zorin website, the ISO can still get corrupted during download. That's why you should always verify the ISO (from any distro) before using, so that you know it's a good copy:
As for the automated install beside Windows, what that does is it's going to install the OS beside Windows on the same drive that it occupies. From what it sounds like, that's not what you're going to be wanting. You will probably have to select the "something else" option and select the right disk and format it appropriately, or the "Erase Disk" option and MAKE SURE IT SELECTS THE RIGHT DISK, otherwise data loss WILL occur. As always, I recommend backups of everything you have, in case things go sideways (it happens to the best of us).
There are other posts, even on this forum, that go through the exact same steps that I believe you're talking about: