If you wish to export your references and associated PDFs to Mendeley, Zotero etc. you must do this before you leave the University.
There may be limitations on what you can export and how it will be organised in the new software that you are transferring to (e.g. Mendeley, Zotero, RefWorks) e.g.:
To export both references and PDFs you must export your references as an 'EndNote XML' file then import that into Mendeley Desktop:
In Mendeley Desktop:
Download Mendeley Desktop to your personal computer and click the Sync button to synchronise with Mendeley Web.