Mine was also no by default.
I was able to change it to yes and reboot but it didn't work 
$ sudo apt install fprintd libpam-fprintd
fprintd-enroll -f right-middle-finger
enrolled a finger. For example:
$ fprintd-enroll -f right-middle-finger
Enrolling right-middle-finger finger.
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-stage-passed
Enroll result: enroll-completed
$ # then verify
$ fprintd-verify
Using device /net/reactivated/Fprint/Device/0
Listing enrolled fingers:
- #0: right-middle-finger
- #1: right-index-finger
Verify started!
Verifying: right-middle-finger
Verify result: verify-match (done)
All good. Now all that was needed was to add the fingerprint requirement to the authentication system, PAM. This is usually done by editing files in /etc/pam.d/ (there is one file per authentication context: login, sudo, gdm, polkit-1, etc), but I discovered that on Debian it could also be managed by pam_auth-update, a small utility that can fill the PAM configuration according to profiles defined in /usr/share/pam-configs/. Conveniently, Debian provides /usr/share/pam-configs/fprintd, which allows to enable fingerprint authentication everywhere, cleanly.
$ sudo pam-auth-update --enable fprintd
And that’s it!
joao@joao-Inspiron-5406-2n1:~$ fprintd-enroll -f right-middle-finger
Impossible to enroll: GDBus.Error:net.reactivated.Fprint.Error.NoSuchDevice: No devices available
Try
$ sudo apt install fprintd libpam-fprintd
And try the steps again from my last post.
It was already installed 
I also tried this but it didn't work drivers - How do I get the fingerprint reader to work in Ubuntu 21.04? (XPS 15) - Ask Ubuntu
The only thing you can try now is
wget -O ~/Downloads http://dell.archive.canonical.com/updates/pool/public/libf/libfprint-2-tod1-goodix/libfprint-2-tod1-goodix_0.0.6-0ubuntu1~somerville1_amd64.deb
sudo dpkg -i libfprint-2-tod1-goodix_0.0.6-0ubuntu1~somerville1_amd64.deb
Reboot
fprintd-enroll
I just don't think these Dell fingerprint readers will work Zorin.
Impossible to enroll: GDBus.Error:net.reactivated.Fprint.Error.NoSuchDevice: No devices available
Starting with 21.10, you may not need to do this anymore as Linux kernel 5.12 and newer will support the device out of the box.
Sorry, it didn't work 
I am sorry for having no working solution...
The only solution is to try a live linux distro that has kernel 5.12 and up.
Manjaro, Ubuntu 21.10, Pop! OS 21.10
Downloaded package, installed missing dependencies and then installed download.
ran fprintd-enroll
Impossible to enroll: GDBus.Error:net.reactivated.Fprint.Error.NoSuchDevice: No devices available
According to that page the fingerprint needs a firmware upgrade, i dont know if this can be done on Zorin.
No problem, I'm glad you tried your best to solve my problem.
I love Zorin, so I'll get to live without the fingerprint sensor 
Thank you very much for trying, i hope one day someone fixes it
I saw that also and tried, but I'm not booting via UEFI so....
@Inspiron-5570:~/Downloads$ fwupdmgr upgrade
WARNING: UEFI capsule updates not available or enabled in firmware setup
See https://github.com/fwupd/fwupd/wiki/PluginFlag:capsules-unsupported for more information.
WARNING: UEFI firmware can not be updated in legacy BIOS mode
See https://github.com/fwupd/fwupd/wiki/PluginFlag:legacy-bios for more information.
Devices with no available firmware updates:
• WDC WD10SPZX-75Z10T1
• WDC WDS256G1X0C-00ENX0
No updatable devices
Here you can read everything but....Use at own risk!
joao@joao-Inspiron-5406-2n1:~$ fwupdmgr update
Devices with no available firmware updates:
• IM2P33F3A NVMe ADATA 256GB
• System Firmware
• UEFI Device Firmware
• UEFI Device Firmware
• UEFI dbx
No updatable devices
The only "safe" thing i would suggest is to use a different distro that uses kernel 5.12 or higher kernel to test the fingerprint.
You can try the 5.15 kernel from here
sudo add-apt-repository ppa:tuxinvader/lts-mainline
sudo apt-get update
sudo apt-get install linux-generic-5.15
Again use it at own risk, i dont know if your zorin installation will gets broken or not. They made it for the lts releases which zorin 16 is based on.
nevermind, it didnt work 
Linux mint have this one:
https://forums.linuxmint.com/viewtopic.php?t=302947
Also here is a video tutorial:
and this:

