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To import a catalog record into EndNote, click on the RIS file icon at the top of the page and save the file. EndNote may also automatically import the file for you with the Direct Export Helper.
If you saved the file to your computer, go into EndNote and select File-Import. For the Import Data File, browse to wherever you saved the catalog record (my default is to save to my desktop). For the next box down, Import Option, choose "Reference Manager (RIS)". You'll have to go to "Other Filters" if it's not in your drop-down list. After these two steps, click Import at the bottom of the box. Your file should come in just fine.