You may export a library from EndNote, RefWorks, Mendeley and import the library to Zotero. You export the citations only, NOT the PDFs or notes, etc. You have to add those afterward to each record.
Export library
In you current manager find the export option, usually under File or Edit menus.
Export an individual folder or entire library (select one)
Save the Export file as RIS or RefMan RIS on your computer (example - library.ris)
Import to Zotero
In Zotero, select My Library or a specific subfolder (left side) to import citations
In Zotero, select the File menu and choose Import...
In popup-window locate and select the export file (example - library.ris)