First, make sure you have the "Item Pane" view enabled: in your Zotero Desktop, go to View, Layout, and then check Item Pane. This will enable you to see all the fields for each citation (e.g. title, author, etc) in a "pane" at the right side of the screen.
Click on the citation of interest in the center pane
In the right-hand pane, scroll down until you see the Extra field:
Write your annotations in the "Extra" field. Note that there may already be some data there (e.g. a PMID). You may wish to save this information before typing over it: I suggest copying it into the Library Catalog field.
Continue this process, selecting each article in the center pane and writing your annotations in the Extra field in the right-hand pane.
When you are ready to create your bibliography, select each of the citations you want to include in the center pane, using shift-click or control-click to select more than one at a time.
Right-click on the group of citations and choose Create Bibliography from Items...
Choose American Psychological Association (APA) 7th edition (annotated bibliography) from the list of Citation Styles. I choose Copy to Clipboard for the Output Method. Click on OK.
Open Word and click Paste. Your annotated bibliography should appear, with your annotations beneath each citation.