1. Open an existing EndNote Library
2. On the menu bar, click File > Import, a dialogue box appears
3. In the Import File field select the file that has downloaded in the Download Folder
4. In the Import Options field select EndNote Import
5. In the Text Translation field select Unicode (UTF-8)
6. Click Import
P.S. If you cannot see the Import Options, click the button Show Options at the bottom left
The references are now saved into your EndNote library under the group Imported References.