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It's easy to attach files to items in your Zotero library (e.g,. PDFs, Word doc with your own notes).
Drag & Drop
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.
"Add Attachment" Option
Each item has an Attachments tab in the right column. Some attachments are automatically added (e.g., PDF of journal article, Snapshot image of the webpage). You can also manually attach your own files (e.g., Word document with notes, image file).
Add Attachment to Existing Library Item
To add an attachment to an item that is already in your Library, right click the item and select the Add Attachment command. This will open a drop down with options for adding a file.
Add Attachment using the Zotero toolbar (Paperclip button)
Select the item you want to add an attachment to (will highlight the item in blue). Then, click on the paperclip 'Add Attachment' button in the toolbar to select your attachment file.