The real tutorial begins when you start testing out trading ideas in Zorro and finding out that they're bad.... or good! Or too good, but that's because you had a bug in your script.

Specifically about Zorro:
The manual will always be your best technical reference on using Zorro! https://zorro-project.com/manual
Book by jcl: https://www.amazon.com/Black-Book-Financial-Hacking-Algorithmic-ebook/dp/B072BVXBFY
3rd party coursework (I hear it's good): https://robotwealth.com/

If you need trading ideas, read these books:
https://zorro-project.com/manual/en/links.htm