Your EndNote library is saved when you create it. This is made up of 2 files. One is the library name.enl file, the other is the library name.data folder. You will open and work with the .enl file but the .data folder will contain any PDFsstored in your library, the trash file, groups, term lists, etc. It is very important and must not be removed or renamed unless you are deleting your library.
There are 2 options to make a backup copy of your EN library:
Video: EndNote 20 Compress Library (1:00)