The Locate menu offers several ways to access files in your library and to look up items online. The menu can be opened by clicking the straight arrow button () at the top-left of the right-hand column of the Zotero pane.
The Library Lookup option lets you locate items in an online library catalog so you can track down a physical or online full-text copy of the resource.
For more information: https://www.zotero.org/support/locate
Add a PDF to your library by opening Zotero, then drag and drop the PDF into the collection you would like to add it to. If the PDF has been created with Optical Character Recognition, Zotero can retrieve the metadata for the PDF. Either right-click (PC) or control-click (Mac) and select Retrieve Metadata for PDF from the drop down menu.
Full instructions: https://www.zotero.org/support/adding_items_to_zotero