Please see: How to Install Ubuntu Alongside With Windows 10 or 8 in Dual-Boot
Never mind that it shows Ubuntu, just scroll down to step #7. Those steps show you that partitions (/ , /home) are created during installation.
I can’t opine on the Windows 10 steps (#1 to #3) since I don’t use Windows 10 (except on my work laptop, and I don’t experiment on that). But regarding the Ubuntu steps, you can just consider them the same for Zorin and can use my suggestions for partitioning.
Finally, I recommend you read this: USB boot install before installing.