Can you say more about where you're looking? Zotero is a program on your computer, and you normally save directly to it. You might be confusing the program with the online library, which won't contain the same data unless you set up syncing. You want to mainly be using the Zotero desktop app.
https://www.zotero.org/download/
https://www.zotero.org/support/quick_start_guide