install X-screensaver and its components through Synaptic
Select GL Slideshow and then tell it what folder you want to pull pictures from
Sorry, I thought you wanted this as a screensaver.. and I realize now you're asking for your wallpaper to change.
Cinnamon actually as this as a setting in backgrounds, though I haven't used it.
I use Zorin Pro Lite, but I think this works in Core as well. When I right click on my desktop to change my background, at the bottom of the page I can see: 0 Change the background in minutes .....(min 1 minute) 0 Random order
As I have my own Wallpaper folder in Pictures, I set this folder on the same page. It may be the same in Core.
It is not, in fact. That's why I asked the OP to tell whether they use Core or Lite. XFCE and Cinnamon too has this feature in the settings and KDE Plasma too.
Yes! I just checked in Zorin 16 Pro. I had forgotten the different Settings layout. Sorry.
You don't have to apologise for that! 
A Gnome extension maybe? Desk Changer is a Wallpaper Slideshow Extension for GNOME - OMG! Ubuntu!
Splashy - works on all OS's and all devices (smartphones) - but you have to pay for the full thing:
https://alternativeto.net/software/splashy/about/
Also:
But I really could not stand Bing on a GNU/Linux Desktop (or any desktop!)
Wow, thanks a lot to you all for your tips! 
I just tried the first tip from Elegant_Emperor (UbuntuHandbook with Shotwell) and it easily worked.
It is possible...
Install Shotwell...
mark the images you want to make a slideshow on shotwell..
click on file, then click on set as desktop slideshow.
Your welcome,
I just recently bought Zorin OS Pro and would like to support this feature request. It would be neat if we could select a folder in the wallpaper menu and make it toggle through the images (slide-show) like you can do in windows f.e. Thanks.
It is already available on some DE's that you use on Zorin. I am using Cinnamon and it's already there.
If you actually read the thread it is already available and there are postings of how to do it if you want it.
Well it doesn't come out of the box does it? But thanks for the reply. I will look into it.
Yes.... Please read the thread
Out of the box slideshow option within the wallpaper menu?
Zorin OS 16.1 Pro 
Zorin OS 16.1 Lite 
Zorin OS 15.3 Lite
Shotwell (Flatpak)
Shotwell (DEB)
Shotwell wasn't able to do the job, in the beginning. Switching from Flatpak to DEB (apt-get install shotwell) did the job. Now I can enjoy my little slideshow. Thanks @Elegant_Emperor.
@Update Shotwell seems to have it's limit when it comes to how many pictures you can feed it's slideshow funtion with. I have 100+ pictures in my Wallpaper Folder right now. Which is too much for Shotwell to handle. Trying to find the sweet spot now.
Thanks Zab ... that worked for me as I'm running Cinnamon DE and didn't know how to make a slideshow of my wallpapers ..... DeanG posted in that thread that going into Backgrounds in your System Settings you are able to do just that .......
Doing a search on the web for Ways to Customize Cinnamon Desktop I found this .....
Backslide GNOME extension works a treat in Zorin 16.3 Pro, haven't tested it in Core though.
Having just read this thread has me concerned for the future as more DE's are dropping .deb for flatpak and snap, that applies to KDE (Plasma), Gnome and xfce when they adopt Wayland. I reported elsewhere recently that I could not find synaptic in Discover on KDE Neon but managed to install it via terminal.
Crosslink: [Theme] City Light - #2 by Storm
How are distros to contend with such issues if they switch to being Wayland only?
Wayland is not ready for primetime.
It seems like they are trying to apply force to get their own way and are likely to hoist themselves up by their own petard in the process. After-which, the excuses will follow.
I agree entirely but its the Dev's know best ignore everyone else syndrome. More disconcerting about issues for accessibility, especially the screenreader. I also suspect that when the next iteration of Gnome comes out will prevent Gnome extensions from working.
Given that Gnome Devs have repeatedly voiced a disregard for extensions, this would be unsurprising. I think that the Gnome Devs are likely to "permit" extensions for a bit longer to ensure user compliance, then slowly begin phasing them out.