You are really going to need to devour that manual to get anywhere.

If you haven't already, complete the tutorial from front to back:
https://zorro-project.com/manual/en/tutorial_var.htm

Know the difference between Test, Train, and Trade modes:
https://zorro-project.com/manual/en/testing.htm
https://zorro-project.com/manual/en/training.htm
https://zorro-project.com/manual/en/trading.htm

Finally, get the Download and TradeTest scripts working:
https://zorro-project.com/manual/en/scripts.htm