Perform your search in PubMed. Check the checkboxes located next to each reference that you want to send to EndNote. Not checking any reference's checkbox will send all search results to EndNote.
On the right hand side of the screen , click Send To or the down arrow next to it.
Under Choose Destination, click the radio button next to Citation Manager then click Create File.
Each of the major Internet browsers (Internet Explorer, Chrome, and Firefox) works differently when exporting. In most cases if prompted to save or open references you will want to open the references to import them into EndNote.
You will be prompted to send the the selected references to either EndNote or EndNote Online, Select EndNote.
References will be exported to the open EndNote Library, and placed in the temporary Imported References group.