Your annotations are not stored in the actual PDF file, but rather in your Mendeley account. To create a new PDF file that contains all annotations, you can export the PDF with all its annotations by choosing: File > Export with Annotations from within the Mendeley PDF viewer.
Open a PDF in Mendeley's PDF viewer by double clicking on it in the central pane.
Add highlights and notes by clicking on the Highlight or Note buttons on the menu.
Share Your Annotations
You can share your annotations with your co-workers:
Open a PDF that is part of a Group
Make your annotations
Sync these annotations to Mendeley Web by going back to "My Library" and clicking on "Sync Library"