Moving from RefWorks is a snap. You simply have to export your library and then import that file into Mendeley Desktop. The attached documents can easily be saved and then dragged directly into Mendeley and they will (in the vast majority of cases) attach to reference that was previously imported.

Here are some simple instructions to make the move from RefWorks to Mendeley.

You first go to the References Menu and select the Export option.
RefWorks reference export

Then you proceed to select what you would like to export. This file should be saved as a .TXT document and you don't need to rename the file unless you are going to export one folder at a time. In this case, we recommend you export each folder and save the file with the folder name.
RefWorks Export preferences

Once you have the exported file, you can simply add it to Mendeley via File > Add Files...
Mendeley Desktop import/add file