Whenever I try to run commands, I get a malformed error

Done.

I'm really confused.

Can someone please help? I really want to install wine but the malformed error is stopping me. Whenever I try to do sudo commands such as, sudo apt update.

An error pops up saying:
E: Malformed entry 62 in list file /etc/apt/sources.list (URI parse)
E: The list of sources could not be read.
How do I fix this?

This line is the bad one:
deb Index of /wine-builds/ubuntu/focal/focal-main/wine-builds/ubuntu

You removed it previously and re-added the repo?
I see that the line looks different.
Let's test by;
Remove the line as you did before.
Run

sudo apt update

and see that the error is gone.

If it is,
run

sudo apt install -y zorin-windows-app-support

And relay whether it installs...

Sudo apt update worked. But when I did the zorin-windows-app-support, it said this:

Reading package lists... Done
Building dependency tree       
Reading state information... Done
Some packages could not be installed. This may mean that you have
requested an impossible situation or if you are using the unstable
distribution that some required packages have not yet been created
or been moved out of Incoming.
The following information may help to resolve the situation:

The following packages have unmet dependencies:
 zorin-windows-app-support : Depends: wine or
                                      winehq-stable but it is not going to be installed
                             Depends: playonlinux but it is not going to be installed
                             Depends: wine32:i386
E: Unable to correct problems, you have held broken packages.

It says I have broken packages.

sudo apt --fix-broken install

Running that should remove the pieces of zorin-windows-app-support.
Once done, run sudo apt update again and ensure no errors...
Then... We will try installing Wine a different way.

Open Software & Updates from the app menu and ensure that the First Four Boxes on the first tab are checked.
Then ensure that under "Download From" you are set to Main Server.
Close Software & Updates - it will ask to refresh - say yes.

Installing WIne (the hard way):

sudo dpkg --add-architecture i386

sudo apt update && sudo apt install --reinstall software-properties-common

wget -qO- https://dl.winehq.org/wine-builds/winehq.key | sudo apt-key add -
sudo apt-add-repository "deb http://dl.winehq.org/wine-builds/ubuntu/ $(lsb_release -cs) main"

sudo apt install --install-recommends winehq-stable

Screenshot from 2022-06-26 09-59-48

That showed up.

In terminal, please run

sudo apt clean && sudo apt autoremove

sudo apt upgrade

Then run Software & Updates and try the above...

It happened again.

Do I just continue to install wine?

Try launching from terminal:

sudo -i

software-properties-gtk

Please relay if you see the pk-client-error or not

I see the error.

Ok, so we have established it may not be a permissions issue...
Do you have Synaptic package manager or another terminal open and running?

Nope.

Does sudo apt update show errors?

It shows warnings,

Reading package lists... Done
Building dependency tree
Reading state information... Done
All packages are up to date.
W: Target Packages (main/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Packages (main/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Packages (main/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Translations (main/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Translations (main/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11 (main/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11 (main/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons-small (main/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons (main/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons-hidpi (main/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target CNF (main/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target CNF (main/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Packages (restricted/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (restricted/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (restricted/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (restricted/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (restricted/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (restricted/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (restricted/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-small (restricted/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons (restricted/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-hidpi (restricted/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (restricted/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (restricted/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (main/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (main/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (main/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (main/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-small (main/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons (main/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-hidpi (main/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (main/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (main/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (restricted/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (restricted/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (restricted/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (restricted/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (restricted/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (restricted/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (restricted/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-small (restricted/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons (restricted/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-hidpi (restricted/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (restricted/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (restricted/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (main/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Translations (main/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (main/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11 (main/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-small (main/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons (main/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target DEP-11-icons-hidpi (main/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (main/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target CNF (main/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:11 and /etc/apt/sources.list:58
W: Target Packages (main/binary-amd64/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Packages (main/binary-i386/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Packages (main/binary-all/Packages) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Translations (main/i18n/Translation-en_AU) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target Translations (main/i18n/Translation-en) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11 (main/dep11/Components-amd64.yml) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11 (main/dep11/Components-all.yml) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons-small (main/dep11/icons-48x48.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons (main/dep11/icons-64x64.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target DEP-11-icons-hidpi (main/dep11/icons-64x64@2.tar) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target CNF (main/cnf/Commands-amd64) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62
W: Target CNF (main/cnf/Commands-all) is configured multiple times in /etc/apt/sources.list:56 and /etc/apt/sources.list:62

I thought you removed line 62...
Can you please repost your sources.list (again)?

I did remove it, but I will post it.