Yes- Zorin Appearance app is for Gnome Only.
From the app menu, (I actually use Whiskermenu on XFCE... on one monitor. The other monitor has zorinmenu lite) categories side, scroll down to SETTINGS, then in the application side > "Appearance." The appearance app in xfce covers Theme, Icon theme and Fonts with DPI scaling.
Once you have selected your theme, back to the menu, Settings - only this time scroll all the way to the bottom for "Window Manager." Open the Window Manager to choose your Window Borders (Something Gnome lacks).




