If you are upgrading from an earlier version of EndNote, please back up your libraries and any edited, customised styles, filters or connectors.
EndNote libraries of references are not installed with the program files by default (and should not be). Customised styles (.ens files), filters (.enf files) and connectors (.enz files) are stored separate to program files - but check this before uninstalling EndNote so they are not lost.
Uninstall the old EndNote application before installing the new version, as it can interfere with the linking to Word if you retain both versions of the program.
When you install EndNote it writes a “ribbon” into Word 2007 & 2010, or a “toolbar” into Word 2003. You should open EndNote first, and then open Word to check to see if this has happened. If not, check the EndNote help on Install Word CWYW Toolbar.