Warning Installing the current version of Wine will make significant permanent changes to Zorin, so you need to be aware of how Zorin works, what changes will occur, and the pros and cons of an upgrade. For this, continue reading. When you are ready to install a current version of Wine, follow the procedure for Ubuntu 18.04 LTS.
Zorin OS makes a number of Windows apps immediately available for installation. These are Snap packages which include Wine in order to enable the app to run under Linux. There is a chance that the Windows app you need is already available as a Snap, so click Zorin's software icon and do a search to find out.
If the Windows app you need is not already available as a Snap, Zorin's "Windows App Support" feature enables seamless installation of Windows apps from Windows .exe and .msi installation files. The only limitation is that not all Windows apps can run using Wine. If in doubt, check the Wine Application Database or just install your app and try it out.
Zorin's developers have done an excellent job of integrating Wine into Zorin OS. Here is Zorin's procedure for installing Wine Stable.
Alternatively, if you have not previously installed a Windows app …
Whichever way Wine gets installed, the installation takes some time. After downloading packages, a small "Wine Configuration Update" window will open. It will remain open with no further evidence of activity, except that along the way you will be asked to download and install Mono once and Gecko twice. The two Gecko installs are probably to accommodate 32-bit and 64-bit versions of Gecko. Eventually the "Wine Configuration Update" window disappears and Wine Stable is installed.
After Wine is installed, the installed apps panel contains a new category, "Wine". Click the "Z" icon to see it.
Zorin's Windows App Support installs a version of Wine Stable, and a version of Wine Development is available in Zorin's Software app. These may not be the latest versions, and it may be that your Windows app requires an up-to-date version of Wine Stable or Wine Development. In such a case, upgrading Zorin to a current version of Wine Stable or Wine Development can be both necessary and reasonable.
My experience has been that, after replacing Zorin's Wine, everything except Windows App Support works. Windows apps installed from Snap packages include their own instance of Wine and are unaffected. Windows apps previously installed using Windows App Support automatically update themselves the first time they execute under Wine Development. The Wine third-party support apps, PlayOnLinux and Winetricks, are still installed and work as expected. However, Windows App Support, if it was previously installed, has been uninstalled.
Updating Zorin's Wine has pros and cons. Here are some cons.
And here are some pros.
If foregoing the automated convenience of Windows App Support in favor of taking hands-on manual control of Wine is what you prefer or need, follow the Ubuntu 18.04 procedure for installing wine.
During installation, any previously installed Wine is uninstalled. When this happens, there will be warnings from the two third-party support apps, PlayOnLinux and Winetricks, which depend on Wine. Subsequently, Wine is restored and, in my experience, PlayOnLinux and Winetricks still work.