Zorin is a Linux distribution based on Ubuntu.....
To be honest if you want the latest security tools you would be better using a more popular Linux distribution that will have up to date packages for most things. Consider Ubuntu (the most popular these days), Mint or Redhat.
Yes, Linux stuff takes a different approach to AV protection
It is inherently better at protecting itself and if there is a known problem it is usually fixed at source. Whereas MS is inherently insecure and relies on a "bolt on" AV program
So the best thing to do with Linux is to ensure you have all the updates
To a point. There's still a place for tools like clamav, but their role tends to be one of running quietly in the background to provide malware-detection for things like mail and file servers, rather than interactively with the desktop user in order to reassure them that the money they spent on a security product was worthwhile.
Since the overwhelming majority of Linux machines don't have a desktop user attached to them, the common malware tends towards the worm end of the spectrum, rather than the trojans and spyware you tend to get on Windows. As such, being up to date with patches, and appropriate use of firewalling (or indeed, just not running unneeded services) is more important than worrying about virus scanners.
You can of course run clamscan on the contents of a flash drive or whatever, if you have reason not to trust it. Ultimately, what it's mostly going to be doing is detecting Windows malware that can't affect your computer, but you'd rather not be passing on...