A specific style's formatting is displayed within your word processor. The Zotero Library is a database of sources and does not display that information in a specific style's formatting.
Within the Zotero Desktop app, you can choose a default style that you want to use within your Word documents.
Note: if the style you need is not on the default style list in the pop-up menu, follow the directions for adding a style to that list. Zotero provides access to over 8000 styles; most of which are for specific journals.
Use this option only if you need to use a different style from your default style set in Zotero. Within your Microsoft Word, you can select the specific style you want to use for your in-text citations and bibliography.
The default list is only a small portion of all of the styles available. Along with the major styles, there are styles for thousands of individual journals.
If the style you need is out of date or one doesn't exist, you can edit or create a style. Zotero uses the open source Citation Style Language (CSL) for generating styles, in-text citations, and bibliographies.