Just reload the page — the Zotero Connector doesn't currently detect when you go from 0 entries to 1, but after that you should have the folder icon and be able to choose from the entries on the page.
(But also, is there a reason you're doing this? While Zotero is meant to be able to save from ZoteroBib, it's not something you would do on the same computer. It's really only something you'd do if you used ZoteroBib on another computer and then loaded a link to a saved bibliography on another computer.)
Upgrade Storage
(But also, is there a reason you're doing this? While Zotero is meant to be able to save from ZoteroBib, it's not something you would do on the same computer. It's really only something you'd do if you used ZoteroBib on another computer and then loaded a link to a saved bibliography on another computer.)