Note: I actually highly recommend using Zotero's own storage (I pay $20/year for 2 gigs which isn't much money - it simplifies things considerably and also helps support Zotero). That said, if you really want to use your own cloud storage, this is one way to do this, but you can also use the ZotFile application for PDFs, or save PDF or other files to cloud services individually. Also, note that this is all about saving attachment files to cloud storage and establishing links to your Zotero record. Do NOT store your entire Zotero directory on cloud storage - that will corrupt your files and make a big mess.
This is also the option you can use to save non-PDF files including audio or video files to your cloud storage, however you may not be able to open the file in your cloud service if it doesn't include the ability to play it, although you will be able to download it.
Note: the Link to File option allows you to link a Zotero record to a file saved on your desktop that is not in your Zotero directory – this can be good for large files you do not want to upload online. You can also use this with a Dropbox/GDrive desktop drive etc. so that the file is accessible online and connected to your laptop’s Zotero library record, but it will not be directly linked to the online Zotero.org record for the item.
Keep your default Zotero preferences and save individual items to Dropbox/etc. manually. To do this, upload the PDF or other file(s) you want to save via Dropbox/etc. to Dropbox/etc. manually (it’s good to save them all in a specific Zotero folder), then follow the directions starting at #4