You can use Rufus on Windows OS - what you need to do is Burn the .iso as a Bootable image.
Launching Rufus, you will see the listed options to do this.
Once you have created a Bootable Media - you can then insert the USB stick into the powered off computer you want to install Zorin OS on, then power it on and tapping the appropriate key for that manufacturer, select the Boot Option menu to select that USB stick to boot up from.
Once booted, you can see the GRUB menu, which offers to Try Zorin before you install.
This will give a Demo of Zorin OS, run from the .iso on the USB stick.
Keep in mind, no changes will be save on next boot of the stick (Since it is a Try Zorin Demo) and it will be bottlenecked through the USB port.
If satisfied with the demo, you can double click the icon on the Desktop to launch the installer.
Or you can select a straight install from booting the USB stick.
I looked at those 2, less clear as to what is needed, etc...
I got the ISO onto a win 10 machine. I got Rufus no problem. It complained about something with efi - something I never heard of. My mainboards have BIOS. had to look for a couple files, but seemed to be ok. Made the file on my memory stick. I put it in the computer I am using to set up with Linux. It is set to boot from removable device 1st. But it skips right to the win xp that is on the HD. There are a lot more files on the memory stick this time around..
Older computers will use MBR. That is Master Boot Record. Now, it is often labeled as Legacy (MBR) or just "Legacy."
MBR allows up to Four Bootable partitions. It is rugged and simple.
BIOS is Basic Input OutPut.
EFI is Extensible Firmware Interface and is a part of the Whole BIOS.
While EFI superceds BIOS; most of us still refer to the EFI as "BIOS" in vernacular, though you are right... EFI is not actually BIOS and they are very different. This is because manufacturers still call it that... It is a word users recognize.
You can look into the Computer You are Installing To - in the BIOS Settings, check if you are set to MBR (Legacy) or to EFI.
You can then make a choice on burning the .iso based on that selection.
In the Installer window, where you select the drive, in the Upper Right Side, you should see a drop down arrow that allows you to select which drive to install to.
Just to add to what @Aravisian has already pointed out. Your XP machine is likely to be legacy, using mbr, which limits the number of partitions a system can access to a maximum of 4 Primary partitions. You have not told us of your intentions or specifications of your XP machine, specifically Processor, Graphics, RAM, HDD capacity and how it is partitioned, and whether you are attempting to dual-boot.