Hello,
Zoom is in the Store. Here is the link https://apps.microsoft.com/detail/XP99J3KP4XZ4VV?hl=en-US&gl=US&ocid=pdpshare
With S mode, you simply cannot install anything outside of the Store app. It is by design and no where to bypass that unless you switch out of the S mode.
By the way, S mode is not Secure Mode. It, in a sense, that seems more secured is because it doesn't allow you to install any app outside of the store app, so apps you can run are already vetted by Microsoft. That's the only difference. Switching out of the S mode doesn't make it less secured if you only run apps from trusted source and are from reputable website. You can also change the following settings once switching out of S mode, to only allow installing from the store app.
Go to Settings > Apps > Advanced App Settings. Change the setting for "Choose where to get apps".