Some databases do not work with Zotero's auto-detection feature (that is, there is no Zotero translator for those databases). Saving items from these databases requires extra steps.
Save the items in the database, then look for an option to export them. Export them in an RIS format. They may automatically save into Zotero, or you may have to use the Zotero menu and choose "import".
You've probably seen the Find it @Emory button in some article databases that allows you to locate the full text of an article online. Zotero allows you to use the same feature.
To set up Zotero to access the Find it @Emory server, open Zotero Preferences and choose the Advanced tab.
Paste this url into the "Resolver" box and click "OK:
http://emory-primoprod.hosted.exlibrisgroup.com/openurl/01EMORY/01EMORY_services_page?