The web version is overall significantly less future-rich -- lots of things you can't do there, including annotating PDFs. Will happen in the future, but likely not super soon.

We'll be adding this, but just to be clear, you're missing out on a huge amount of functionality if you only use the web library. You should ask your university to support Zotero.

I couldn't agree more!

Especially since there is no Zotero App for Android, not having the annotation functions on the Web version makes Zotero unusable for millions of people who are not on Apple.

The web app has never been meant as a replacement for the desktop app - it's a "better than nothing" option for when you don't have access to the desktop version.

There is a portable version of Zotero that you can run from a Windows computer without needing admin rights. (This is what I use as my daily driver at the office, and from a USB drive when I need to use Zotero in a computer lab.)

See the forum post "Zotero Portable Version Required" for details, or download directly from PortableApps.com > Zotero Portable.

Portable apps from PortableApps.com come with a ".paf.exe" extension. When you double-click on ZoteroPortable_6.0.30.paf.exe, instead of trying to install it like a normal install package, it just unzips the file into a folder of your choosing. You could unzip it to a USB drive, or a folder on your computer where you have write permissions. Once it's unzipped, open the newly created ZoteroPortable folder and double-click on the PortableZotero.exe file to run Zotero. (I create a shortcut to that file on my desktop, which makes it easier to find.) Everything you need - your Zotero database, the storage folder, all your settings - are stored within that PortableZotero folder, and you can simply copy the whole folder and move it anywhere you like, and your Zotero will happily run from any Windows computer you copy the folder to.

You can also download and use the PortableApps management app which creates a kind of second start menu for all your portable apps. But if you're only using ZoteroPortable, it's kind of overkill. Unzipping and running straight from the folder works fine.

a generic PDF annotator won't help for the web library -- the tricky part is to have a web app version that is able to annotate files online and save the annotations back to the Zotero database -- an entirely different beast than just adding annotations to a local PDF file.