On current Gnome Desktop, the options that allowed Background Plus to run are no longer part of Gnome Desktop, which Zorin OS Core uses.
But the good news is that you can still get an animated desktop background or in addition to the existing Display Wallpaper options you have on Zorin OS 16.
So... even though your favorite feature is no longer wrapped as a specified app; you can still get the favorite function.
Please see @Storm 's guide here for animated wallpapers:
Don't be daunted. Set up is quite easy and it works like a charm. I use it. If you have any questions or the instructions look like they are written in an alien language, please feel free to ask for clarification.
Additionally, if the above is just not for you; you can try komorebi application. I have never used it myself, but I am sure we can help you get it it set up if you need.