Zorin needs to overwrite the windows boot efi partition with grub in order to offer the dual boot option. If it is installed anywhere else (Grub) it won't offer the Windows as an option.
I normally use the something else method to install, which provides you the opportunity to create partitions and choose which one to install the grub menu to. If the device is chosen, and not a partition, it may create another partition for grub (or use another if comparable size). I don't like this "feature" of the unity installer.
You may want to check out the tutorials section where I did a write up for this. It is explained better there as well as a full walkthrough:
Thanks very much @337harvey , it sounds a bit too complicated for me to take on right now. I was hoping just to install a quick Zorin dual boot option for those times when I want to use Linux for something. Disk partitioning has always been a mystery to me.
Partitioning is like organizing your file cabinet with a few dividers that have a specific purpose. You have an idea what those areas will hold. You can even name them should you want to. The folders that go inside are for the EFI, OS, and a virtual drive for storage or like the /home folder, a specific purpose.
Knowing this, the mystery that is partitioning is not a intimidating. It's a matter of permanent organization for the OS you run. It's important but something most users do not have to interact with, so can be daunting. Should you want to tackle this, let me know and we can walk through it, with little effort this can be changed.