Then click Macros and select the Zotero Command you want to use (typically AddEditCitation).
To assign a keyboard shortcut to the Zotero commands, you go to Tools → Customize Keyboard. Because the floating toolbar functionality is gone, Zotero's plugin for Word 2016 instead creates a new Zotero tab, which allows it to use better looking and larger icons. Instead, any add-in toolbar is added to the 'Add-ins' tab. The current version of Word, which you have, Word 2016, does not allow add-ins to create floating toolbars like that. In previous versions of Words, the Zotero commands were added to the AppleScript menu (Word 2008) or as a floating toolbar (Word 2011). The Zotero Word plugin consists of five macros - Add/Edit Citation, Add/Edit Bibliography, Refresh, Document Preferences, and Unlink Citations (in older versions of the plugin, the Add/Edit macros were each split into separate functions).
