Although Mendeley cannot automatically capture citation information from most web pages, you can still add web pages to your Mendeley library.
When you find a web page you would like to save to your library, open the Web Importer and click the check mark for the "Web Page" option:
Mendeley automatically captures a "snapshot" of the page. Taking a "snapshot" saves an .html file copy of the webpage as it appeared on the day you saved it to your library.
In Chrome and Firefox, browser extensions can be found in the puzzle piece icon in the upper right corner of your window. The Zotero connector icon should be there, and you can click the little pushpin icon to "pin" it to your taskbar. In Safari, the extensions menu can be found under the "Safari" menu in the bar at the top of your screen.
Chrome extensions menu:
Firefix extensions menu: