This page tells you how to use:
Most databases offer this function. Direct Export allows you to export a reference from the database directly into your EndNote library. Generally, databases that have this export function, will display terms such as direct export, export directly to EndNote, export to reference manager etc. The imported references will appear in a temporary window called Imported References. These references will disappear from here once a new set of references are imported or if the Library is closed. They will always remain under All References and under Unfiled (if no groups have been assigned to these references).Check that all the required data has been imported correctly.
Mac users: The exported references will appear in the Downloads folder. Drag and drop the file into the EndNote icon on the dock.
To view the whole library, click on All References.
When direct export is unavailable, filters can be used to import references into EndNote by converting them into an EndNote compatible format. Extra filters are available and can be downloaded from the EndNote website.
MAC users - Select your required filter and choose Save Linked File to "Downloads". The filter will now appear in your "Downloads" drag the filter file into your Filters folder which is located HD:Applications:EndNote:Filters.