Check the integrity of your downloaded .iso file.
Rufus (if you use a Windows PC for creating the stick) and ventoy are good tools to create the bootstick. Make sure you set the right partition scheme: When you have a UEFI choose gpt and when you have a legacy BIOS choose MBR in Rufus.
Disable secure boot and fast boot in your BIOS and if you want to make a dualboot also disable fast startup in Windows.
Insert the bootstick before booting and set it at first position of boot order.
Here are some help sites:
As you have purchased Zorin pro you can send a help request to the Zorin team when you have difficulties with installation: