Note: Not all PDFs have the metadata needed for this to work. EndNote can extract the reference information using its Digital Object Identifier (DOI). If the DOI is not present the PDF will be imported, but you will need to do extensive editing of the reference information.
The references for these PDFs appear in your library, and each has its PDF attached. Note that if a PDF was not created in a format that allows EndNote to distinguish between the different elements of the citation (eg if it was a scan, or an older pdf) then the reference created will have mostly empty fields that you will need to fill in using data from the attached file.