Using Zotero 5.0 you no longer have to separately install the Word plugin.
If you're running Zotero 5.0 or Zotero Standalone 4.0, the word processor plugins are bundled with Zotero and should be installed automatically for each supported word processor on your computer when you first start Zotero.
This guide details setting up on a Windows computer.
These instructions use Chrome. There are also connectors available for Firefox and Safari. Visit the downloads page at https://www.zotero.org/download/ for furthur information.
Click on the Install Chrome Connector button to begin installing the extension.