If you have saved PDFs of journal articles you can drag and drop files, or folders into Zotero desktop. Articles will need to have a digital object identifier (DOI) in order for this to work. This will generate a reference for the article and also save a copy of the PDF in your Zotero library.
To annotate, double click on your PDF and use the tools at the top of the document.
Please note that the free version of Zotero has a 300MB limit. There are paid for storage options, but Imperial does not provide these.