I am thinking of downloading Zorin.I ask what will happen with my windows files???
Nothing happens. Just create a partition and install zorin os into it. All windows files will be accessible via zorin.
Please read the tutorials section of this forum. This will give you an idea of what needs to be done, how, before installing zorin so you don't have issues (partition wise anyway). If you ensure windows fast boot, bios fast boot and secure boot are all off, repartition, nothing will happen to your windows files... you will even be able to access them from zorin (providing you know where they are). If you don't follow these steps you're likely to lose all the information or have a hell of a time trying to restore what you have.
Make sure to use unetbootin or rufus for the image burn and check the md5 sum to catch a bad image download. Otherwise it should go without issue (except maybe hardware).
Research will assist in making your transition easier and less problematic. As with anything you ever attempted, having a little knowledge of what you're attempting can help... the more you know the more confident you will be in the task.
There is risk in everything you do, if you read up on it it will help mitigate that risk. Always backup before performing new installs, especially of os's.
Τhank you very much
Many many thanks