Zotero users can choose which directory Zotero uses to attach linked files. If you use Dropbox, you can save your citations in Zotero, link to files in a Dropbox folder, and sych across computers.
If you don't have a Dropbox account, create one. Then create a folder called Zotero or something meaningful to you. In Zotero -->Preferences-->Advanced-->Files and Folders change the Base Directory to: D:\Dropbox\Zotero
This will also work with other file storage tools, simply change the word Dropbox to the appropriate tool.
Once you have set this up you will need to attach the files to the items in your Zotero account. Select a reference, right click, Attach Link to File.
Please read the Zotero forums on this topic before proceeding.