Which installation method are you choosing i.e. 1. Erase drive and install Zorin only, 2. Zorin alongside Windows, 3. Something else (manual installation)?
Which USB burner did you use e.g. Balena, Rufus etc ?
If you pulled the installation USB before being told to do so, that could have been the problem.
Have you tried installing again?
Some basic pre-installation advice can be read here: Before you install