There are several ways to insert citations and format a bibliography.
In Zotero program - You can select citations, then right click to create a bibliography. You will be prompted to select a style first (APA, Chicago, etc). Copy to clipboard (easiest to use), then paste it into a Word or other document.
In Word there is a add-in toolbar that lets you insert and edit citations, insert and edit bibliographies, and set document preferences. The latter one is for changing citation styles.
To change styles, go to the Zotero Style Respository and download the styles you need. They will be a .csl or .ens file. Then import the new styles in gear icon/ preferences. The path is preferences / cite / styles/ + to add a new style. After clicking + you will navigate to the newly dowloaded .csl file. You can also click the “Get additional styles…” link to visit the Zotero Style Repository. To delete a style, select the style and click the ”-” button.
Selecting citations and right clicking will give you the following options:
Title type - right click to toggle between upper and lower case titles.