I've not installed AppImages, but as far as I can tell...
Uhh... I suppose in Zorin it's the equivalent to a portable app (the app does not require installing) on Windows. You could add it to the main menu in Zorin by using the 'Main Menu' app in System Tools.
Suggestions are great things. I decided to install and test this app.
It needs to be installed with PiP, I could find no other way of doing so.
Installed PiP and installed Bauh.
Launched it and entered my password. Then it said "Synchronizing: 1.0%" and...
it stuck there.
After 5 minutes, I closed it.
Launch - try again.
It did it again.
Third time was the charm. This time it synced right away.
I went to Settings to configure it. Under the Types tab, Appimages cannot be selected and it is grayed out.
There are question marks next to certain settings - the intention is to click on them for more information.
Every question mark I clicked on yielded nothing. Nothing happened.
I found the solution to all of the above problems.
In terminal, I ran
sudo pip3 uninstall bauh
EDIT: I must point out that I still prefer @Maxwell-J 's suggestion over my own and am editing the linked Tutorial to include it.
Alright I might move on to this solution. Sounds great. Windows Key to Super Key is a amazing idea cause it now acts more like a fancy Alt + Tab. And I have to see how Main Menu app works. Thanks for this advice. Would mark this as solution for now