with zorin 6 you download to a disk as an ISO file then set boot menu to DVD/cd player...then re-start computer..It will give you an option to try the operating system “live” off the disc WITHOUT installing..
I actually never heard of zorin, but there are hundreds of flavors of Linux out there. Ubuntu does the same though, and 10.04 is pretty similar to windows so basic operation is the same. There is a definite learning curve when switching to linux though, command line scares a lot of people, but in the end you will never go back to Windows as your main operating system. you will run end up running windows in Virtual Box when necessary if at all.