In Preferences, click "Sync"
Enter your Zotero username and password.
If you decide that you would like to have Zotero sync your PDFs, and if you anticipate saving quite a few PDFs, consider setting up a WebDAV account to get around Zotero's upload limits. Easy instructions are here.
In Preferences, click "Export."
Use the "Default Output Format" menu to select your preferred style.
In Preferences, click "Cite."
Click the button for either "Install Microsoft Word Add-in" or "Install LibreOffice/OpenOffice.org/NeoOffice Add-in."
In Preferences, click "Advanced."
(only necessary if you use both and want EndNote to be your default for database exports)
Sometimes (but not always) the Zotero connector in your browser will need some configuring. This is especially true if you click "accept" when Zotero asks you whether to configure proxy information. While configuring a proxy can make your saved URLs work from off campus, they also seem to interfere with some Catalyst functionality. If you find yourself running into difficulties logging into your library account through Catalyst, here's how to fix that.
If you want more details and often even videos, check out their online documentation.
Click Window > Extensions and then check the box to enable the Zotero Connector.