You just need to make sure the CWYW “Instant format” setting is “ON” and not “off” on Word’s Endnote ribbon (see image attached, which is probably how yours looks). Change it to ON. You can also manually “update citations and bibliography” on the same ribbon (although newly inserted citations will remain as temporary citations, if the instante formating remains off).
Make sure that the appropriate endnote output style is also selected on the endnote word ribbon. You can view more than those selected in the dropdown, by “select another style” option.