To access a PDF, you can double click on the record in your library, or click the dropdown carrot to find the PDF.
Your Zotero library stores PDFs, which you can view and annotate directly in Zotero. On the left pane, you can see all of your annotations at a glance. If you are logged in, your annotations will automatically sync to the web, so if you view the PDF from another device, your annotations will carry over.
You can bulk export your PDF annotations by selecting all of the items you want to view, and then right-clicking and selecting, "Create Note from Annotations." This will create a new Note in your library that pulls together all of your annotations in a single document. You can also add your Annotations to a Word document by going to the Zotero menu in Word and clicking on the "Add Note" button.
You can also create Notes notes in Zotero, which show up in the record attachments. To create a note, click on the record, then click on the Notes tab in the metadata panel (on the far right). You can create as many notes as you want, and each one will display as a separate attachment.