Have you been using Zotero's Word plugin to insert citations? If so Zotero will generate a bibliography for you from the citations in the document, and you can add uncited items to the bibliography.

If you just want to copy a flat bibliography into a document, you can right-click on a collection or items and select the "Create Bibliography…" option.

Well, no — you can always select all items in the library, right-click, and choose "Create Bibliography from Items". That's just very rarely a thing you want to do, unless you've only used Zotero for one project and really want to include every single item in your library.

But to be clear, if you're using the Word plugin, you wouldn't be using "Create Bibliography from Collection/Items" at all — you'd use the plugin to create the bibliography. Again, you can add uncited items to the bibliography via the plugin.