To use Zotero, you'll need to:
Use Zotero download page for steps 1 and 2; see boxes below. For step 3:
Connectors allow your web browser to save citations to your Zotero library.
The Zotero downloads page should automatically detect what browser you're using and give you a link.
Each browser has its own version of the Zotero connector, so if you use Chrome, Edge, Firefox and Safari you'll need to install all four.