The option can be found via the attachment menu or by right-clicking a particular item in Zotero. The option allows users to specify a name (if desired) and link (i.e., URL) to a given location.
This feature in Zotero can become even more useful when paired with Logos’s ability to export a URL that will open a given resource, even in the desktop version of the software. So, for instance, https://ref.ly/logosres/bdf will open Blass-Debrunner-Funk. Or, https://ref.ly/logosres/dichebrew will open the Dictionary of Classical Hebrew.
Adding these links in Zotero also has the helpful benefit of indicating which resources in Zotero you have in Logos. I’ve occasionally gone hunting in the library or submitted an inter-library loan request, only to find that—buried amid everything else in a previous Logos base package upgrade or library expansion—I already had the resource there.