It is always a good idea to have a backup of your EndNote library and current Word document.
The easiest way to save a library file is to use the compressed library feature inside the EndNote program. This will allow you to save a single file under a new name which can be easily transferred to your backup media, CD, USB or external hard drive.
From the File menu select Compressed Library (.enlx)...

This will open the Compressed Library (.enlx) window. The most complete options are selected by default.
Create
With File Attachments
All References in Library: Library_Name.enl

Click on the Next button to continue.