The latest way to install ProtonVPN on ZorinOS:
1. Get the DEB setup package for the ProtonVPN repository
https://protonvpn.com/download/protonvpn-stable-release_1.0.1-1_all.deb
2. Install the ProtonVPN repo
Double-click downloaded DEB package to install the repo using your default package manager. OR
sudo apt-get install {/path/to/}protonvpn-stable-release_1.0.1-1_all.deb
3. Update the apt-get package list
Open Terminal and enter the command:
sudo apt-get update
4. Install the ProtonVPN Linux app
Last step! Enter:
sudo apt-get install protonvpn