I did exactly this about 3 years ago, with Zorin Core OS 8.
As long as you
make absolutely certain of the partition you want to install Zorin to (sdb2?), and have the external hard drive plugged in at the time, the Zorin installer should 'see' the available partitions.
It's been a long while since I've used an Ubuntu-style installer, but from what I recall, you need to use the manual partitioning method, not the automatic one. That will simply wipe & replace your existing OS, which is not what you want. You'll need the 'Something else' option, which will allow you to specify the partition you want to install Zorin to.
After doing that, simply follow the steps outlined in the Ubiquity installer.
Mike.