CONFIG_ZORRO is not available for thedefaultarchitecture x86.
Result is shown for architecture m68k

Amiga Zorro (AutoConfig) bus support

modulename: zorro.ko

configname: CONFIG_ZORRO

Linux/68k Kernel Configuration
└─>General setup
└─>Amiga Zorro (AutoConfig) bus support
In linux kernel since version 2.6.12  
This enables support for the Zorro bus in the Amiga. If you have
expansion cards in your Amiga that conform to the Amiga
AutoConfig(tm) specification, say Y, otherwise N. Note that even
expansion cards that do not fit in the Zorro slots but fit in e.g.
the CPU slot may fall in this category, so you have to say Y to let
Linux use these.

source code:
depends
CONFIG_AMIGA |
| CONFIG_MMU

is selected by
CONFIG_ZORRO8390