EndNote will generate an EndNote Library file (which is what you click to open your library) and a .Data folder. Both of these must be located together.
In the .Data folder, you'll see one folder named "sdb" and if you have PDFs in your EndNote library, you'll also see a folder named "PDF."
These folders contain essential data about each library you create. Never delete them!
Make sure to store your libraries on your device such as the documents folder, or a designated EndNote folder. If you store EndNote library data in the cloud and then move it onto your local computer, key files in the .Data folder may separate and cause errors in your library. One common error is that PDFs become detached from their citations.