When you create a new EndNote library, the program creates a library (.enl) file and an associated (.Data) folder. If you named your new EndNote library “References” for example, then the following files will be created:
References.enl
References.Data (folder)
Figures, Groups, Attachments and other significant files are stored in the .Data folder which is in the same folder as your primary library file.
see the CSU EndNote FAQs at http://www.csu.edu.au/division/library/research/endnote/faqs/endnotefaqs5.html#endnote for tips on managing these files.