Mendeley allows you to work with Word to insert citations and references from your library into your Word document. You can then format the document in a citation style of your choice, e.g. Harvard, Vancouver, APA, etc.
If you are using Office 365 downloaded from UCL, you may find that you are unable to install the Mendeley Cite-O-Matic or Mendeley Cite plugins. UCL has a policy which prevents third party Office 365 add-ons. There are some alternative options for working with your Mendeley library in Word: