One of Zotero's strengths is the variety of citation styles that it can generate. The most common citation styles (APA, Chicago, and MLA) are included in the initial installation of Zotero. However, there are thousand of others that can be installed. Here's how to get a few others that you may need.
Besides SBL style, here are a few others that may also be of interest:
In Mircosoft Word 2016, there is a Zotero tab along the top of the ribbon. In previous versions of Word, the tab is labeled Add-Ins. Please note that your Zotero application needs to be open while working with these citation tools.
Clicking on Document Preferences will open a dialog box where you can select what citation style you want to set as default and some formatting options.
Once you've selected your desired citation style, you can start adding citations at various places in the text of your document. Since SBL style is a footnote style, the citations are inserted as footnotes. But if an in-text style like APA is selected, then the citations would appear in-text. To add either kind, you should put your cursor at the place where the citation should be added. Then press the Add/Edit Citation button from the ribbon.
A dialog box will appear (if you selected the Use classic Add Citation dialog box in Zotero's Preferences>Cite>Word Processors).
In this dialog you can search for the item or navigate to it. The advantage of the classic dialog box is that (1) you can specify which page you're citing, (2) you can suppress the author's name for styles like APA, and (3) you can add multiple items in the same citation.
Once you hit Ok, Zotero generates a citation in accordance with your selected style (in the example below, SBL). Notice, however, that you may need to adjust the font and the indentation of the footnote.
When you add another citation from the same source, Zotero automatically formats it as a subsequent shortened footnote.
Once you've added all your citations in the body of the paper, place your cursor at the end of the paper and hit the Insert Bibliography button in the ribbon. A bibliography will be generated from all the sources that you cited in the body of the paper. You may need to adjust the font and spacing on these, as well as some other peculiar things (e.g., in the first item on the bibliography below, I had to correct the order of the publisher information because there were two publishers and Zotero didn't quite get the format right).
For understanding more of Zotero's citation and bibliography features, check out these helpful videos from Nicholas Cifuentes-Goodbody on YouTube.