1. In RefWorks, click on References--Export. Choose All References, or My List, or a folder. Keep the format as Bibliographic Software.
2. Click Export to Text File. This takes you to the download screen, where you will be prompted to save the text file. Your browser may block this action (if pop-ups are blocked); if so, click the Download It link.
3. Open the Zotero pane by clicking the Zotero icon in the lower right corner of your browser. Click the Actions icon (looks like a gear) and select Import.
This will create a new folder with all your imported citations. You can them move them to another folder if you wish. Note: Zotero will not maintain all of your folders from RefWorks. If you want to keep your established folders, you could alternatively move your citations one folder at a time--as you import each folder, rename it with the same name you used in RefWorks. This process involves more importing steps total but makes it easier to re-establish your folders.