You'd have to say more -- you change citation styles using "Document preferences" in the Zotero Word add-on. There are hundreds of styles using footnotes available. Beyond that, I'm unfortunately not clear on what you're trying to do.

did you press "refresh" after changing the style, and/or activated auto-refresh in document preferences? also, only some citation styles support footnotes, like the Chicago Manual of Styles, but most use in-line references