You may already have PDFs on your computer that you had previously downloaded from Databases. You can import them to EndNote and EndNote will try to create new citations for them.
Click on File --> Import
you can choose to import a single PDF (choose File) or a folder of PDFs (choose Folder)
From the ensuing Import File box choose the PDF (or folder of PDFs) you wish to import and select PDF as the Import Option
*If the PDF has available citation Metadata, EndNote will create a new citation and attach it to the imported PDF. If EndNote finds no available Metadata, it will mere import the pdf. Not to fear, you can then edit the citation manually from there by adding the needed fields.