Setup environment to run Zorin inside Windows 10 and hard drive partition format?

Gday @JimLG ,
You could run ZorinOS from the usb drive, & set the bios to usb priority on boot up, so when you boot up the pc, if you have the usb drive plugged in it will let you run/try ZorinOS.

With regards to installing/partitioning to your pc hard drive, ( dual boot, you will see the MBR or GRUB asking you which OS you want to use) Can be done automatically, via the usb drive,

Or you can use the partition way,
Please have a look at the following link,,,

Hope this may help.