PDF is the only supported file type in Mendeley. However, you can add other documents to Mendeley if you convert them to PDF files first.
If you have a document that is not a PDF, check to see if you may save it as a PDF. For example, if you want to import a MS Word document, you could save it as a PDF and then import it to your library.
For webpages, you can use the Print to PDF option to import websites into Mendeley. Locate your desired website and then select "Print" from your browser. Select "Print to PDF" from the list of printers. Printing to PDF will create a PDF version of that website which you can then import into your Mendeley library. Note that Print to PDF will only capture the website at that exact moment in time. If a website updates after you save your PDF, those changes will not appear when you view the file in Mendeley.