In the most cases, references to legal documents have to be entered manually, or collected from a specific database, and then altered. References to cases can sometimes be collected directly from Google Scholar or Lexis-Nexis.
Bellow are examples how to create references to legal materials, but those are only suggestions; give it a go, and then modify references to get the result you want.
Here is an example of citation created in Zotero, when chosen Item Type is Case. The bibliography references for this particular case would like this (in OSCOLA style):
Yearworth v North Bristol NHS Trust  EWCA (Civ) 37
Again, this is just an example. You may have to alter or move details around in order to get the desired result. In bibliography, this reference would look like this (using European Journal of International Law style):
Convention for the Protection of Human Rights and Fundamental Freedoms, T.S. 71, 3 September 1953.
There are some citation styles developed specifialy to accommodate frequent citation of legal materials, such as Bluebook Law Review or Oxford University Standard for the Citation of Legal Authorities (OSCOLA).
Here are instructions on how to install additional Zotero styles: https://www.zotero.org/support/styles
Although most of the citation styles do not support sorting bibliographies by document type, there are basically two work-arounds in Zotero:
1) Finding or creating style that does this automatically; for instance, Zotero Oscola style automatically sorts the references into traditional academic materials and legal documents. Some additional manual maneuvering may be necessary in case you wanna insert subtitles (e.g. Primary Sources, Legal materials, etc.)
2) Doing it manually; the recommended procedure would be: a) when you finished with your paper, create a copy document (very important!) b) Use "remove field codes" command in Word, in your copied document. Manually rearrange the references in the bibliography according to item type. - This procedure ensures that we have a document with desired bibliography, as well as original document that "talks" to Zotero.