Hi and welcome to the forum 
You can copy everything under your Home directory to save your personal data.
As for Windows installation, there is an option to install Zorin alongside with a pre-existing Windows.
Before you make this big move, I recommend you to make an entire disk image backup using Rescuezilla for just in case anything goes wrong.
, except removing Zorin.
, or else they have not mentioned the steps in an easy manner