Hi, can you please refrain from double-posting - we are volunteers - we (Moderators) do not work for Zorin! Continual double-posting/bumping can lead to a temporary ban!
Right, when you see the blue screen, press the spacebar - it should automatically launch the language setting (which is English by default - I don't know if Zorin will now install with the correct language - this is what normally appears on Ubuntu installs. If you are happy with the language, press 'Esc' (Escape key - top left of keyboard) and then press 'F3' to select Keyboard input - by default this is set to 'US' (United States) - use your cursor arrows to move to your desired keyboard input. Press 'Esc' again after selecting your desired keyboard input language and you will see the main options menu with the first one 'Try live without installing' - now press the enter key - the screen will go dark for quite a while - after some time you should get your mouse cursor to appear before eventually the blue desktop - the panel takes a while to load - remember this is all taking place in memory so it will take some time!