The tutorial begins here:
https://zorro-project.com/manual/en/tutorial_var.htm

Work your way all the way through.

When you're done, experiment with some basic trading systems, and work your way to more complicated ones.

Definitely also check out jcl's blog, because it uses Zorro in almost all of the examples. This adds much context.
https://financial-hacker.com/

If you're uninspired, read some books about trading. There's an excellent library of recommendations here:
https://zorro-project.com/manual/en/links.htm