You can also use the Disks application... it can burn .ISO and .IMG files.
Open it, select the USB stick, click the '3 vertical dots' button at upper-right, select "Restore Disk Image", navigate to and select the .ISO file containing Zorin OS, then set it to burning.
Or you can set up Ventoy... that's the easiest. You just drop the unmolested .ISO file onto the second (largest) partition of the Ventoy USB stick, boot the machine, and that .ISO file will show up in the Ventoy boot menu. Select whichever .ISO file you want to boot, and it boots.
I've got Zorin 16.3, Zorin 17b, Q4OS and Win10 PE .ISO files on my Ventoy.