Connectors allow your web browser to save citations to your Zotero library.
The Zotero downloads page should automatically detect what browser you're using and give you a link.

Each browser has its own version of the Zotero connector, so if you use Chrome, Edge, Firefox and Safari you'll need to install all four.
Note: In recent versions of Safari, the Zotero connector has been buggy. We recommend using a different browser for this software.