To manually add a PDF for an item saved in your Zotero library, right click the item, click Add Attachment, and select File.
Find Available PDF files (Open Access)
This will only work for open access PDFs. Click and select all citations that you want to find PDFs for. Right-Click on those selected citations to see the "Find Full Text" menu. Zotero will not always be able to find PDFs for articles that the library subscribes to, so for these you should add the PDF manually.