Don't see a toolbar in Mac Word 16.27
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If it's not working, you'll need to say exactly what you did and what happened at each step.
https://www.zotero.org/download
Once you've installed that and synced your library, you'll want to do your work there. You can generate one-off bibliographies within Zotero itself or use the word processor plugin.
https://www.zotero.org/support/word_processor_integration
https://www.zotero.org/support/creating_bibliographies
Look at the screenshot on the Zotero homepage. Is that what you're using?
If you are, then see the two pages I linked to for instructions. Among other things, for one-off bibliographies, you described clicking on an item rather than right-clicking. (Right-click on a Mac just means Control-click.)