I wanted to update this post by editing it, but it seems I cannot any more.
So here is an update / revision to some of the steps to improve the How-To.
1. Enable a folder you want to share.
You do not need to make this folder shareable as the steps in installing samba does this.
3. Now Install Samba
Follow the steps outlined in the link to install it as it is more up to date:
https://itslinuxfoss.com/install-configure-samba-ubuntu-22-04/
The step 4 in the link above (going to root user), I did this earlier instead.
I prefer gedit to nano to edit the configuration file, but you can use what ever you prefer.
6. Install the samba client to establish connection between Zorin and Win 10
Also step 6 in https://itslinuxfoss.com/install-configure-samba-ubuntu-22-04/
root@zorin-desktop:~# sudo apt install cifs-utils samba-client -y
Below is Step 7 which was formerly Step 6.
7. Now you can connect
Reboot both your Zorin and Win 10 PCs.
For this case I can only connect from the Win 10 PC to Zorin, not the other way. This could be due to the potential error above.
Via Windows Explorer or Total Commander (my preference for Windows file manager), enter \ZORIN in the address bar and then it will connect to the Public folder.
Enter the password and you are in. I can now backup/transfer my Win 10 files to Zorin.
Also you can map the ZORIN desktop by following the steps below:
https://www.howtogeek.com/762111/how-to-map-a-network-drive-on-windows-10/
At the end, under drive Z, enter the IP address of the ZORIN desktop and follow the prompts.