You can attach files (PDFs or Word) to items in your Zotero library by dragging the file into your Zotero middle column (see red text below). Alternatively, you can add attachments using the drop down menu under the paper clip icon above the middle panel. You can attach files by selecting the library item you want to attach to (in the middle column), clicking the paper clip icon and then selecting "Attach Stored Copy of File..." (see green text below).
You can also click "Attach Link to File..." (see blue box below) to link to a file saved on your computer that you want to be able to edit.
You can attach notes either to collections or items in your Zotero library. Select an item or a collection in your library, then click on the "New Note" button above the center column. Choose "New Standalone Note" to add note to collection folder, or "Add Child Note" to add to selected item. You can also click on the "Notes" tab in the right hand column to add a note to a selected item. Add your note in the right hand column.