I am just starting out with Zorro (also looking at StockSharp and MultiCharts.NET), and i am having some trouble just running say the Z1 script as using "Test".

I am trying it out with IB (unfunded account), and i select Account: Demo and "IB(demo)". I then start TWS and log into "Paper Trading" mode. At first i just got "Error 055", but after searching this forum it seemed that i needed to download historic data. So i tried running the "Download" script. At first it could not find the TWS gateway, so i had to change the port. Following this do get !Account <number> at <timestamp>, but if i request say SPX500 i get:

"Download...
Login 0 IB (demo)..
!Open IB Socket 2.01
!Account <snip> at UTC 02-11 19:37
!No security definition has been found for the request SPX500/USD-STK--0--SMART--USD
!SPX500/USD 01-01 00:00:00 to 02-11 19:37:51 failed
!No security definition has been found for the request SPX500/USD-STK--0--SMART--USD
!No security definition has been found for the request SPX500/USD-STK--0--SMART--USD
!No security definition has been found for the request SPX500/USD-STK--0--SMART--USD
!No security definition has been found for the request SPX500/USD-STK--0--SMART--USD - SPX500 history unavailable!
Error 056: Can't download SPX500 2020 history"

If i select EUR/USD i get:

"Download...
Login 0 IB (demo)..
!Open IB Socket 2.01
!Account DU1803964 at UTC 02-11 19:39
!EUR/USD 2020 <timestamp> failed
"

What am i doing wrong?

Maybe you should try to trade CFD's that IB actually offers.

See this page:
https://ibkb.interactivebrokers.com/node/1984

Trying US30 (which is listed in that link):

"!Account <snip> at UTC 02-11 20:30 ok

Download...
!No security definition has been found for the request US30/USD-STK--0--SMART--USD
!No security definition has been found for the request US30/USD-STK--0--SMART--
!No security definition has been found for the request US30/USD-STK--0--SMART--USD
!US30/USD 01-01 00:00:00 to 02-11 20:30:40 failed
!No security definition has been found for the request US30/USD-STK--0--SMART--USD
!No security definition has been found for the request US30/USD-STK--0--SMART--USD - US30 history unavailable!
Error 056: Can't download US30 2020 history
Done
Logout.. ok
"

Yes, but what is the symbol for that contract?

The symbol at IB or from Zorro you mean? I don't understand where the "USD-STK--0--SMART--USD" part comes from, that is not something i recognize. Do you mean that the correct request would be for IBUS30?

I had kind of hoped that it was possible to follow the steps at https://manual.zorro-project.com/started.htm at least

Both.

Read these:
https://zorro-trader.com/manual/en/ib.htm
https://manual.zorro-project.com/account.htm

If you want to trade a specific product that IB offers, then you need to show IB the matching symbol so that it actually knows what you are trying to trade. For that, you must create a correct asset list.