For instructions on transferring your Zotero to Mendeley, first visit the page below:
How do I export my Zotero library?
https://www.zotero.org/support/kb/exporting
Then visit the following page. Note that this method will transfer the references but not any folders that you have created.
Adding references
https://www.mendeley.com/guides/mendeley-reference-manager/02-adding-references