currently the grub manage the 2 OS (so Windows does not manage the 2 OS)
I wanted to install Zorin 16 to replace zorin 15 but when I check in the Bios I do not see the USB key with the iso file...what should I do in the bios...?
But you may also check if your USB is Legacy or EFI and if your BIOS is Legacy or EFI. They should be the same to work properly.
If your BIOS is set to legacy, you want to boot USB as legacy, too. And same for EFI.