To make Zotero's "locate" function (right panel of Zotero) direct your browser to the articles, e-journals, etc. that MU has purchased, you need to set up your Zotero preferences - a one-time process.
Click on the gear icon in Zotero. Select Preferences... . Go to the Advanced tab. Toward the bottom of the window you will see a box for Open URL. Within that box is a field for Resolver. Delete whatever is in that field, and replace it with: http://http://ew3dm6nd8c.search.serialssolutions.com/?SS_Page=refiner/. In the Proxies tab, be sure that the checkbox for "Remember Proxied Resources" is checked.
Instructions for attaching the PDF's, Word files, spreadsheets, etc. that are already stored on your computer to your Zotero items are on Zotero's page on attaching files.