You can use thes online search function by clicking on Online Search. You will need to install Connection Files for different catalogs and databases. Access these from Edit -> Connection Files. The Endnote website contains hundreds of connection files to use for different databases and catalogs.
You can also export citations from databases and import them directly. If Endnote is active, it will usually automatically grab the exported files and import them. Otherwise, you must save the file to your hard drive and then in Endnote, click File -> Import -> File...
You also have the option of manually creating new references.