Step 1: Recall definition.
Pyrolusite is the most common ore of manganese. Its formula is MnO$_2$.
Step 2: Eliminate wrong options.
- Magnesium: ores are mainly dolomite and magnesite.
- Zinc: ores include zinc blende (ZnS) and calamine.
- Iron: ores include hematite, magnetite, siderite.
Step 3: Conclusion.
Thus, pyrolusite is an ore of Manganese.