Zotero's “Import” function imports citation data from bibliographic formats such as bibtex or RIS. To get files like PDFs into Zotero, simply drag&drop them to the Zotero interface or use “Store Copy of File”. See here for more information on getting files into Zotero.

For information on using Zotero's import functions to add items to your library, see the main documentation.

For troubleshooting import and export issues, you can try the relevant steps in the translator troubleshooting procedure and direct questions to the support forums.

For documentation on the data formats that Zotero supports, see the first link above, or the more detailed descriptions in Zotero's developer documentation.