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.
Zotero allows you to save PDFs directly to your library. You can then use the Retrieve PDF Metadata tool to automatically upload the citation metadata that corresponds to the paper you saved as a PDF.
Save your PDF directly to Zotero by either dragging and dropping it to your library or selecting Add Item - Store Copy of File
Zotero will automatically attempt to create a reference record by pulling reference data from CrossRef, if availalble. The PDF will stay attached to this reference record in your Zotero library.