Contact Lorena for assistance if necessary - I have used Mendelay somewhat. Some people use this in conjunction with Zotero to get the best of both worlds (you can set this up in Mendeley's Options menu).

Getting things in to Mendeley

Mendeley Web

Citations (be sure to click the 'Unpublished Work" if you don't want it to end up in the Mendeley Research Catalog!)

• Add from Mendeley Research Catalog (will add PDFs if available and open access; otherwise there is a link which will take you to the original publisher page for the item (via a DOI) and you can download it from there (you can use the WSU Libraries Proxy Bookmarklet to sign in with your WSU credentials to download the PDF, or just go into the library catalog to find and download it or make an Interlibrary Loan request for it)
• Use the Web Importer bookmarklet which works with many journal publisher sites and other sites as well that have embedded COinS and other metadata - this will download the citation and may (depending...) also download the PDF.
• Look for a "Share This" or Export Citations button.
• Many databases have an option to export a record as a RIS (sometimes it will just say EndNote) file which you can then import into your Mendeley library using the File menu
• Add it manually (using File menu) - bit of a pain to do it, but then its done. 

PDFs

• Use blue Add button to add a file to a citation ; you can also drag a file into the space at the bottom of the record  or you can click on the space to browse and add files on your desktop). In certain cases you may be able to automatically download a PDF directly into Mendeley using the Web Importer.

Mendeley Desktop

Citations (be sure to click the 'Unpublished Work" if you don't want it to end up in the Mendeley Research Catalog!)

• Add from Mendeley Research Catalog (see above)
• Can add manually
• Can add via a DOI
• Probably also all the stuff under the Web version as well...

PDFs

• Drag a PDF (must be OCRed/searchable) file into the space at the bottom of the record (Details Tab); you can also click on the space and it will open a browse menu (that opens in your Mendeley folder). You can also use the drop down menus at the top of the screen: File -> Add files.
• You can create a Watch folder in the File menu; any new PDFs added to that folder will be automatically added to your Mendeley Library and will resolve from a PDF to a library record with bibliographic metadata and the PDF attached (as long as the PDF is OCRed/Searchable). Note: the PDF will stay in that folder (and depending on your settings, also be uploaded into your Mendeley storage.
• Drag in a PDF from your desktop; it will resolve from the PDF to a Mendeley library record item with the PDF attached (if its searchable)
• Depending on your settings, may be automatically uploaded to your Mendeley storage space next time you sync.

Mobile Mendeley

(ignoring mobile Mendeley for now... except that I use PaperShip for Zotero on my iPad and its pretty awesome, and it works with Mendeley as well)