Disabling Secure boot when booting just Zorin OS is preferred.
But Zorin OS can be installed with Secure Boot Enabled.
It just makes things less complicated to install if not using Secure Boot.
Secure Boot was developed solely for Windows OS. It is irrelevant to Linux and ineffective on Linux.
The only reason to use it is if you are Dual Booting Windows and Linux.
Secure Boot operates by comparing the boot-up objects with a list of objects Microsoft signed off as safe. If something is not on the list (Which does not mean it is unsafe, just that it is not on the list); it will inhibit boot.
Microsoft oh so kindly signed off on the majority of Linux objects, but managed to uhhh err... forget a few...
And the result is that sometimes, Secure Boot on Linux can cause some users troubles and headaches.