To import libraries from Refworks, you need to export it first.  

Tools -> Export References then choose the folder you would like to export and click the radio button in front of BibTex – RefWorks ID

Click the Export to Text File button,

Click Download it link, the exported are shown in a new page like,

Save the page as text document

And then import the text file into your Zotero by click the icon then click Import

and select the saved text file from the Import window,

Click Open, the references are imported into Zotero in the Imported Sunday…. folder in the left pane, imported items appear in the middle pane.