Hi there .... perhaps "do not push too hard" at the beginning :-) . I walked through the same couple of days ago .

Read first through the steps in the manual so that you understand what has to happen first and how TEST TRAIN and RUN corelate .

Today and tomoorrow no need to consulte your broker , testing and training Z you can do just within ZORRO .

Use ZORRO download page to download and install all history ( carfull : only M1 n o Ticks needed yet ) and install them in the respective folder of your ZORRO installation .

If it fails, do some debugging yourself ... its fun . Use keywords and other stuff to find tips in the manual . The manual until now had answers to any of my questions and it is written by somebody who also has a sympatic sense of humor .
So if the author writes "Wait a couple of months and observe the money (hopefully) accumulate on your account." he perhaps was not 100% serious and not necessarily was expecting me any you to wait a couple of months .... :-)

SO , long short and in response to your screenshot : Too early to bother for your broker, you can do it all with the download history of Zorro and your Zorro instalation .

Enjoy it :-) .... assuming you want to develop yourself and not just hop into the Z´s , than be prepared to learn the entire Zorro tool first to a significant degree .

Until now, only 3 weeks of experience though , for me it turned out very benefitial to study the black book , the blog (! if you speak German) and use the workshops described here in the manual of the software .

Good night
Wolfgang