Zotero's automatic captures make it easy to work with web resources, but not everything you need to use in your research is online. Zotero makes it easy to manually add items as well.
Click on the green plus icon in the center column. Select the type of item you want to create from the drop down menu. You can view more item types at the bottom of the menu. If the options do not fit your item exactly try to find the kind of item that would contain the same fields. Once you select an item type an blank item of that type will appear in your center column. You can then manually enter the bibliographic information into the right column.
Click on any of the fields in the right column to begin entering your information. If you have additional authors you can click on the + next to the first author to add additional fields. When you have finished entering the metadata you can drag in attachments.