At times you will need to download files to your computer to take advantage of all of EndNote's capabilities. For example, if you are writing a paper for a specific journal, there may be an EndNote template that will format your paper automatically to fit the style guidelines of that journal. Just as catalog connection files must be downloaded to a specific place on your harddrive, other types of EndNote files must be placed in specific directories.
Hint: The extension on the file is a clue (EndNote filters have the extension enf.)