Select a tool

Each tool has its benefits and drawbacks, so which one you select will depend on the working method you prefer, the type of computer you are using and which version of Word.  
Will you be using a Mac computer with MacOS Mojave or Catalina, or perhaps a Mac with Word 2019? In that case, Zotero is to be preferred.

Are you looking to quickly collect search results from a catalogue or database? This is easiest to do in RefWorks. Zotero is also eminently suitable if you are primarily searching in CatalogusPlus, JSTOR, Web of Science and Scopus. Although you can also collect titles from other databases, this will require an extra step.

Have you already stored many PDF versions of articles and would you like to make notes in these? In that case, Mendeley and RefWorks are your best bet. Mendeley is to be preferred if you also want to share your notes with others.

Would you like to collaborate with others on a document? This is easiest to do in Mendeley or Zotero.  

Are you using a word processing program other than Word?