For more information on which citation manager to use, see the following sites:
Citation Manager Comparison Chart from the MSU Libraries
Choosing a Citation Manager from the Penn State University Libraries
Zotero vs. Endnote from The Chronicle of Higher Education ProfHacker Blog
Citation Managers: Comparison of Features from the University of Wisconsin-Madison Libraries
In most academic databases you will see an option to import, export, download, or send files to a citation manager. Most accept the file format .ris but when in doubt download a .txt file. The guides linked to above explain how to download citations from most sources.
In Google Scholar you will not be able to download multiple citations at a time. You need to do it one-by-one.
To tell Google Scholar what format/program to export to you need to change a few settings. Go to the settings gear from the Google Scholar homepage, in the "search results" tab go to the "Bibliography manager" section and choose the citation management software you want to export to.
In the results page an option to export to a citation manager will now appear, you may need to click the "more" button to see it.