Problem solved. The Zorin team contacted me and gave me the following instructions:
The version of LMMS in the standard Ubuntu repos does not include VST support.
You can install LMMS with VST support from the KXStudio repos.
To add the repos please run the following commands in a Terminal window:
sudo apt-get install apt-transport-https software-properties-common wget libglibmm-2.4-1v5
wget https://launchpad.net/~kxstudio-debian/ ... o1_all.deb
wget https://launchpad.net/~kxstudio-debian/ ... o1_all.deb
sudo dpkg -i kxstudio-repos_9.4.1~kxstudio1_all.deb
sudo dpkg -i kxstudio-repos-gcc5_9.4.1~kxstudio1_all.deb
You can then install LMMS with VST support by running the following commands in a Terminal window:
sudo apt-get update
sudo apt-get install lmms-vst-full
So I have Vestige now, I just have to figure out how to use it.