Gday @wardh ,Welcome to the community!
Firstly yes Zorin OS is secure boot compatible.
Just to make things clear.
To me it looks like you need to disable fast startup in window's OS.
On the same page it has info on checking your download integrity.
Could i please ask you to upgrade your profile to let us know which Edition of Zorin OS your using, this help others that help you in the future if needed, ty.
If you need further help, please tell us a little more, eg.
Your machine's
brand/model:
Spec's:
cpu:
RAM:
Drives/size/ssd or hdd:
graphic's:
Dual boot or clean install
How did you create the bootable device(program/usb/etc)
This will help others know what their dealing with,Ty.
Hope this helps.