Adding .ris (research information systems) or .bib (BibTeX) files from individual databases is an alternative to using the web importer. Doing this will mean you do not have the PDF file in your Mendeley Library but you will have the reference.
The file will first download on to your computer and will then have to be added to Mendeley Desktop. The exception to this is Scopus which has a built in Mendeley feature meaning the file will go straight to your web library.
The below list shows how to get these files from each database: