In the General section of Zotero settings, you can choose to automatically take snapshots of web pages and automatically attach associated PDFs and other files (when available) when importing references. These appear as child items attached to the references listed in the items list pane. You can choose in settings to have Zotero automatically rename attached files using the parent metadata. If this does not happen automatically, right-click (ctrl-click for Mac) on the file name and choose Rename File from Parent Metadata.
You can attach files manually by dragging a PDF (or other file) into the middle pane. Dropping a file into your collection will copy it into your library as a standalone item. Dropping it onto an existing item will attach it to that item.
When you add an attachment to your library, it is by default stored within your Zotero program directory on your computer. In Settings > Advanced > Files and Folders, see the Data Directory Location. This is where your Zotero data file is stored and where you will find the storage folder.
You can also locate an attachment in your library by right-clicking on the attachment and choosing the option Show File. It is helpful to know that because browsing Zotero's folder structure is difficult. Zotero puts each saved attachment into a folder with a cryptic folder name. You must rely on your Zotero library to locate and retrieve the files.
Backing up stored files
If in settings you have chosen to automatically sync attachments to Zotero, your attachments will be backed up in your Zotero cloud account. If you delete an item in your Zotero library, Zotero will also delete the attached file from your Zotero storage folder and from the cloud backup.
You can choose not to store your attachments in Zotero's storage folder. If you do that, you will need to create links from your library items to where you have stored the attachments on your computer.
With linked files, Zotero only stores a link to the location of the original file on your computer. Linked files are not synced and are not deleted if the item is deleted in your Zotero library. They also cannot be used in a group library, as group members can only access the attachments that have been backed up to Zotero cloud storage.
To link a file, select the file in your library and click on the Add Attachment icon above the middle pane. Choose the option Add Link to File and then locate the file on your computer.