You need to provide a template file for your profile.
A template file is basically a script to take the annotations added in Zotero and translate this data in a readable format for Obsidian.
Under the template bar (in your screenshot) you’ll find a link: See the templating documentation here, click that link.
You’ll find an example template here - first post
Once you’ve a template, add it in your vault under templates/zotero/
or somewhere else you prefer. Back to zotero integration plugin, type some letters of the name of your template in the blank bar to get suggestions: pick the right path and you’re good to go.