Just been playing around with an SDDM theme in Plasma that I want to remove. Normally modern SDDM themes have a wastebin icon to remove them but this was an old one from 2015 and the wastebin icon greyed out.
So the first thing in the terminal i did was to su to 'root' (I should point out that this may not work in Zorin as 'root' password is usually hidden, I am basing this on MX-Linux KDE Plasma which allows you to create a separate password for 'root' at point of install).
to the directory where you are wanting to remove [NB you can't remove a directory which contains files! You have to remove the files first before you can remove the directory], in this example it was /usr/share/sddm/themes
Once there, open the theme's directory to remove the files inside the directory with:
this removed all the files apart from .user and LICENSE.
I then wanted to remove the empty directories but could not. After research I needed to enter the command
[this is dependent upon a package xutils-dev ]
sudo apt install xutils-dev
removes the empty directories.