Thank You @Istvan for responding.
Meanwhile I managed to find the reason for mouse wheel not to behave like it should. There is a setting in Windows 11 mouse settings, called “Scroll inactive windows when hovering over them”. Apparently, this setting has to be On, so that Zoom in/out functions in Shapr3D. In my case, the setting was Off, and zooming didn’t work. As soon as I turned it on, int started to work.
Thank You. I hope this topic can help someone else, who faces the same problem.