This is mentioned in your manual under "MT4 bridge". You have to edit the Zorro.mq4 script and enter there the different names.

Caution: This is NOT the online manual, but your own Zorro help manual. The online manual describes the recent Zorro development version, and there you can indeed change the asset name in AssetsFix.csv. But this will only work with new Zorro versions, not yet with the release version.