We're in the process of updating the documentation for Zotero 5.0. Some documentation may be outdated in the meantime. Thanks for your understanding.
Zotero's annotation and highlighting functionality is no longer supported.
Third-party tools can be used to annotate and highlight web pages before saving them to Zotero.
For PDFs, PDF annotation tools that save annotations directly to files will allow those changes to sync properly when using Zotero file syncing.