The Zotero plug-in that you downloaded adds a Zotero toolbar to Word that allows you to add citations and a bibliography to your document while you write
Easier method... just drag and drop references from Zotero directly into your document and the references will turn into fully formatted citations.
IMPORTANT: Be sure to always check your references. Automatically generated bibliographies are never perfect.
When you first start inserting citations into a Word document, you need to choose a citation style. If you want to later use a different citation style, you can make this change by using the “document preferences” icon. Click this icon and select a new style from the menu. The change will automatically be reflected in your Word document.