In the EndNote menu, select File/New.
Give your library a name and choose where to save it on your computer.
NOTE: you will be saving BOTH a .enl file, which is the EndNote library AND a data folder of the same name. These need to be kept together. You can save your library as a package (in the Mac version) to make sure they function together.
Add a journals term list -- or more than one -- if you choose. These can help avoid problems with journal names displaying incorrectly in bibliographies.They provide the most common journals -- and their abbreviations with and without periods -- for particular subject areas.
EndNote recommends that you use a single library to manage your references, and organize it as needed for various projects. For example you can create groups. Watch this video about organizing your library.