On the website of most journals, there is an option to export the citation in RIS format. It can then be opened with Endnote.
To import PDF documents into your EndNote library:
Menu File -> Import -> File
Select the import option PDF, and the PDF file on your computer, and click on "Import".
If the PDF has a DOI (Digital Object Identifyer), EndNote will create automatically a bibliographic reference for the PDF document. If there is no DOI (the most current case), you will have to create the reference yourself manually. In both cases, the PDF file will be attached to the reference.
If you have several PDFs in a folder, select the folder option.
You can also import directly a pdf file and create the record in your Endnote library by clicking on the download icon, selecting "Open with" and Endnote in the drop-down menu.
The Find Full Text function allows you to select references of journal articles in an EndNote library, and ask EndNote to go and look for PDF full text files. If EndNote locates a file, it will attach it to the appropriate reference.
You first need to configure EndNote, to enter the address of the electronic journals of the Geneva University: menu Edit -> Preferences -> Find Full Text, and enter the following address in the field OpenURL Path: http://resolver.rero.ch/unige?
You can then select the article and click on the Find Full Text button: 
. It does not always work!
If it does not work, you can still attach the full text manually to the reference: save the pdf file on your computer, drag and drop the icon on the right reference (or menu References -> File Attachments -> Attach File).
Go to the "Scholar Settings" page, and select EndNote in the Bibliography Managers section. An EndNote link will appear after each reference.
It is possible to download references of journal articles from HeinOnline to EndNote.
Create first a MyHein account. Bookmark the articles you are interested in, then go to your MyHein account, saved bookmarks. Select the references you want to download, select the option "Export to EndNote" in the drop-down menu, answer "open" to the question "do you want to save or open the file?", and the reference(s) will be downloaded.