What citation style? It looks like you're just using a numeric style, not a footnote style. You have to insert a bibliography to see the references.

oh, thanks. It works. I didn't have to click [add bibliography] in the past since it automatically insert citations.

This has always worked the same way. In a new document, you won't have a bibliography until you insert one. After you've inserted one, it will update automatically based on the citations in the document.

https://www.zotero.org/support/word_processor_plugin_usage