Once you have items saved in Zotero, you can create a bibliography from your items by selecting the items you want to include, right clicking, and choosing "Create Bibliography from Selected Items."
This will open a dialog window that will ask you what style you want to use and what you want to do with the bibliography. If you choose "Save to clipboard," you can then paste the bibliography into a Word document.
Shortcut: If you're dealing with a small number of references, you can just drag-and-drop citations from Zotero into your word processing program. If you use this method, make sure you check the formatting. Italics and hanging indents may not come through.