Once you have created a large EndNote library you can save a compressed copy of your original library and any associated files ( such as PDFs) to another location as a backup file
You can also use this method to transfer your library and associated files to another computer
Open your EndNote library
Click File | Compressed Library (.enlx)
Choose appropriate options for your compressed library and click Next
Save the compressed library where you wish to store your back up file - USB stick, portable hard drive, another computer...
To uncompress the .enlx version of your EndNote library double click on it or in EndNote use File | Open