Zoro technique is his way to move through the air.
2 sword clear lance. It sent Zoro flying through the air at high speed and across a large distance.
Sky walk or moon walk. It's great for staying in the air but the user doesn't travel as fast or far as Clear Lance.
Both techniques allows the user to move through the air by hitting the air. They both have advantages and disadvantages.
All Zoro was saying was if he must be killed then he wants to be killed by a sword. King was trying to knock him out and have him fall to death.