There are two ways to create bibliographies in Zotero.
It's easy to create a bibliography from your Zotero library.
Select the references or collections you want to include. Hold the control key and click to select multiple items. Right-click one of the selected items and choose Create Bibliography.
Choose the bibliographic style you want, select Copy to Clipboard, click OK and paste into your word processor.
This method works with any word processor (or anywhere you can paste text).
Zotero offers word processing plugins for Microsoft Word and other word processing programs. The plugin adds a Zotero toolbar to your word processor that allows you to add citations to your document while you write. Look for the Zotero tab in Word and then once you open it up, look to the left corner under "File" to find the buttons for adding citations and bibliographies to your paper.
To add a citation, click the first button ("Add/Edit Citation") on the toolbar. Search for the reference you want to cite and press Enter. Zotero will add the citation at your cursor.
At the end of your paper, click the "Insert Bibliography" button. Your bibliography will appear, and new citations will be added automatically.
Change bibliographic styles with the "Document Preferences" button.
The toolbar looks different on different operating systems and versions of Word. Mousing over the toolbar will pop up each button's function if they're not clearly labeled.
To install a style:
The new style will appear in Zotero's style lists. This is what the page looks like: