Sounds like you want to run ZorinOS in a virtual machine under Windows.
If you search the forum for "virtual machine" you will find advice for that option. Including this for starters: Installing Zorin on a virtual machine
You can also search the wider internet using "virtual machine Ubuntu 20.04" as ZorinOS is based on Ubuntu.
There are different virtual machines you can run on Windows, so you will need to decide which best meets your needs.