Can you explain exactly what you're trying to do and what's happening?

Is this the same as what you were trying to do in your previous thread? It sounded like you had some misunderstandings there. You save to Zotero by clicking the Zotero Connector's Save to Zotero button in your browser toolbar while viewing webpages and PDFs online, not by selecting text in a PDF in your browser.

You should make sure you've read through Adding Items to Zotero to better understand how to save things to Zotero.

The Zotero Connector can't save downloaded PDFs (i.e., URLs that begin with file://) — it's a technical restriction of browsers. If you have the PDF on disk already, you would just drag it to Zotero from your filesystem or use "Store Copy of File…" from the New Item menu in the Zotero toolbar. (Let us know if you're not able to access that menu. Really we should add that to the File menu.)

Generally, though, as noted on the linked page, you should use the Connector's Save to Zotero button from an article page rather than trying to save the PDF directly. Zotero will save high-quality metadata and automatically download the PDF if you have access to it.