It's easy to attach files (like PDFs) to items in your Zotero library. Just drag the file into your Zotero pane. Dropping a file onto a collection, or in between library items, will copy it into your library as a standalone item. Dropping it onto an existing item will attach it to that item. This is the easiest way to attach a copy of an article to its entry in your library.
Each item also has an Attachments tab in the right column. You can attach files by clicking the Attachments tab and then the Add button.
It's easy to add PDFs to your Zotero library and automatically import their citation info.
First, enable PDF indexing on the Search tab of Zotero's preferences. Zotero will download and install a small plugin.
Next, just drag your PDF files into the Zotero pane.
Right-click the PDFs and choose "Retrieve Metadata for PDFs." Zotero will retrieve their citation data from Google Scholar and turn them into citeable items with PDF attachments.
If Zotero can't find a match on Google Scholar, don't worry -- you can still save the citation from another catalog or article database, then drag the PDF onto the citation to make it an attachment.