if you didn't use GRUB, what did you use??. You need a bootloader of some sort or another!!.
I think what is meant is that many distributions let you install and then modify the menu.lst file for a pre-existing GRUB. A small distro like Puppy Linux, for instance, can be "installed" by copying the VMLINUZ and INITRD.GZ files to the hard drive, then pointing GRUB to them using commands added to menu.lst.
Zorin's installer insists on installing and configuring GRUB2, and doesn't have an option just to extract files and directories from the .iso image, and then create a menu.lst entry to load it.
The .iso image has a directory called "casper" that has initrd.gz and vmlinuz, as well as a .squashfs file that probably contains the basic filesystem.
When I make a liveUSB drive with unetbootin, the syslinux.cfg file contains the entry:
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menu label Default
append initrd=/ubninit file=/cdrom/preseed/custom.seed boot=casper quiet splash -- persistent
The file ubnkern is about the same size as the vmlinuz.x.x.x file that I find in /boot on a regular installation of Zorin, and the ubninit file is about the same size as the initrd.x.x.x file that is there as well.
The grub.cfg file in a regular installation of Zorin seems to reference initrd.gz and vmlinuz derived files, except that these are files that live in /boot
I imagine one may be able to copy the contents of a Zorin installation to another disk, or to a directory in another disk, and then put together a menu.lst or grub.cfg entry to launch it, with some modifications to paths, etc.
Sure looks like a ton of work, though.