1st method: You can use the Web Importer (Save to Mendeley bookmarklet) to add citations to your Mendeley library.
2nd method: Select references and click on Export
choose RIS format and click on Export Citation. The file with .ris extension can be saved on your computer
Locate the file with .ris extension and drag and drop this file to your Mendeley desktop. This is similar to the steps followed in ProQuest.