It is possible to import PDF documents directly into EndNote. This can be helpful for those who already have a number of documents saved to their computer.
If the document includes a machine-readable DOI, then it will automatically create a reference including the main citation details and other information from the document.
Note that if there is no DOI or the document is not machine readable, the file will import without including any details. The title field of the reference will automatically be created in the format and no other fields will be completed. In this case it is usually easier to download the record from a database and then attach the file manually.
This video from Belmont University's Bunch Library shows how to import a file or files from a folder into EndNote.