Apart from Dremel scroll saws, and the small Proxxon machine (I think) ALL scroll saws take the same size blades, including your Workzone machine. The size is 5 inches (130 mm - both lengths are APPROX - don't worry about 4 mm)!
Your scroll saw is not "brilliant", but with care and practice it will cut wood.
If you look at previous posts by Dominik in this section you'll see that he produces very fine fretwork-type cuts on his work - looks almost like lace!
If you want to do work like that yourself then Dominik is correct, you'll find pinned blades a real PITA (though with perseverance and by using the finest pinned blades they can be made to work in at least some projects. Many people have done exactly that.
But if you want to do more general/less internal cuts work then pinned blades will work OK, but generally speaking pinless blades are still to be preferred.
To solve your problems I suggest you visit Axminster Tools (in person or or line). They are the UK dealers for Swiss-made Pegas blades, and Pegas have a huge range of both pinned and pinless blades.
There are also other blade brands, such as Hobbies UK. ALL will fit your machine.
Axi also have a conversion kit, similar to that shown by Dominik which will - I THINK - allow you to convert your Workzone machine to use pinless blades.
In short:
1. you CAN used pinned blades if you're patient and don't want to do really really fine fretwork;
2. definitely not "the best in the world" but your Workzone machine CAN be used (with pinned blades) to produce decent work if you're patient and if you practice a lot (and BTW, a lot of practice is needed anyway, whatever blade and machine you use!);
3. your machine CAN be converted to take pinless blades at reasonable cost and that will help you with fine work, but your machine still won't be "the best in the world"!
HTH (I have NO connection with Axi or with Pegas or Hobbies BTW).
Edit for a P.S. (2 actually)!
1. In the above I see I keep talking about Workzone (which is an Aldi brand). Checking above I see that your machine is Parkside (Lidl brand). Sorry for my mistake and if that has confused you, but in reality it doesn't matter, both machines are virtually the same (apart from the colour and badges).
2. It sounds like you're a beginner to scrolling. If so I suggest you do a search on Youtube where you'll find plenty of info (mainly US but that doesn't matter) explaining a lot about blade choice and various machines pros/cons. Also you'll find a lot of tutorials which include cutting exercises for you to try. I strongly recommend that you do some of those exercises. getting those off pat will help you enormously (well they did me, anyway) ;-)
Steve Good is a good (sorry!) name to look for.
Again, HTH