How do I change or delete the default file manager (Nautilus)?

I really want to have Nemo as my default file manager but I can’t find a way to change to it from Nautilus.

I also use Nemo (In fact, I use the Cinnamon desktop) on Zorin. You cannot remove Nautilus from Zorin Core as it is integrated into the desktop. But you can make Nemo the default:
Once you have Nemo installed, please run the following in terminal:

xdg-mime default nemo.desktop inode/directory application/x-gnome-saved-search

gsettings set org.gnome.desktop.background show-desktop-icons false

gsettings set org.nemo.desktop show-desktop-icons true