Yes, as long as you keep the Zoom app open, Zoom phone will ring if your computer is locked due to inactivity; it will not ring if your computer is off or asleep.
If you are using a laptop with external monitors, you can choose to also use the speakers on your monitor:
In the Zoom app, click your profile picture, then click Settings.
Click the Audio tab.
Under Speaker, check the box “Use separate audio device to play ringtone simultaneously.”