PubMed

After get the search results, check the individual references via checkboxes. In the upper right side of the screen

Click Send To, select Citation Manager and then click the Create File button.

Double-click the .nbib file that is saved to your Downloads folder on your computer, the reference should open up in Zotero. Or drag the .nbib file to Zotero collection, then open it. 

EBSCO

Exporting from EBSCO to Zotero

 

ProQuest

After get the search results, check the individual references via checkboxes. In the upper right side of the screen, select Save, then under Export Citation

Click EndNote, Citavi, etc. 

Double-click the .nbib file that is saved to your Downloads folder on your computer, the reference should open up in Zotero. Or drag the .nbib file to Zotero collection, then open it.