Conduct your search in Web of Science database in the usual way, and mark the records you wish to add to Mendeley.
Click Export - select RIS (other reference software) from the drop-down menu.
On the next page Export Records to RIS File, click Export to save the RIS file.
Open Mendeley Reference Manager, click Add new - Import Library - RIS (*.ris), navigate to the RIS file you saved, and open it. The references will be added to your Mendeley library.