If you annotate your PDF files using third-party software (such as Adobe Reader, FoxIt, PDF-XChange, or Mac OS X's Preview) that writes annotations to the file, the synced file will include your annotations.

Zotero syncing does not include the annotations and highlighting you have made on HTML snapshots using Zotero's (no longer maintained) annotation feature. Annotations from other tools will sync if they are saved to the HTML snapshots