Swarfendor created the unofficial Zorin OS Manual for 15... He has left for Devuan and no longer is making manuals but most of what is present in the manual should still apply.
Aside from that, most documentation regarding Ubuntu 20.04 will function for Zorin OS.
It's called Treeview and most File Managers (File Explorer ) offer it. I believe even Nautilus does... in a round about way...
But I use Nemo File manager as it has all the features and functions within easy reach as a File Manager should have.
Thunar, which comes with Zorin OS Lite also features the tree.
In Nemo file manager, for example, if a drive is connected but not mounted, I need only click on it in the side pane of the file manager to mount it.
You can also mount a drive in terminal (For example if the File manager is not seeing it) with the command sudo mount followed by the drive I.D.