Citation Management Software

It's easy to attach files to items in your Zotero library (e.g,. PDFs, Word doc with your own notes). Just drag the file into your Zotero pane. Dropping a file onto a collection, or in between library items, will copy it into your library as a standalone item. Dropping it onto an existing item will attach it to that item. This is the easiest way to attach a copy of an article to its entry in your library.

Source: U of T Zotero Library Guide.

Each item has an Attachments tab in the right column.  Some attachments are automatically added (e.g., PDF of journal article, Snapshot image of the webpage). You can also manually attach your own files (e.g., Word document with notes, image file). To add an attachment to an item that is already in your Library, right click the item and select the Add Attachment command. This will open a drop down with options for adding a file. 

Source: U of T Zotero Library Guide.

Another cool feature of Zotero is the ability to mark up and annotate PDFs!