Mendeley has a Web Importer button you can add to your browser to import any citation. If the PDF is available, the Web Importer will attach the PDF to your citation. You can learn more about the Web Importer here.
Mendeley Desktop is strictly a bibliographic manager. One perk is that it allows you to verify the citation information by comparing it to the metadata.
It does not have the robust social networking aspect that users have access to on Mendeley Web.
Mendeley Web does not verify citations like Mendeley Desktop, but has many other functions that keep users on Web.
Mendeley Web gives users access to their own personal profile, where they can list their publications. They have access to a Feed, where new and relevant articles are suggested, citations are updated, all depending on the citations being imported.
Users can follow other researchers and their publications, share/collaborate with the Groups feature, look and use Datasets, search for funding and careers.
The Mendeley MS Plug-in works under the References tab in Microsoft Word. It builds the bibliography as the user inserts in-text citations to their work. There are multiple citation style formats that will format your paper to citation standards.