In the past, I could download a citation from PubMed and it would automatically import into EndNote if EndNote was running at the time. That no longer works, and if I try to manually import the file (an nbib file) by either double-clicking or using File|Import, a dialog box opens asking what import filter to use. I select PubMed, and very briefly see what might be a progress bar window, but nothing happens. I’m not sure what changed. I am running EndNote X8.
This is often a problem with the browser’s handling of downloaded files. have you tried using a different browser to see if that helps. There are some browser tips in the Little Endnote book, that might help you.
I can only find X7 version in the Clarivate knowledgebase,
X8 is still available at
http://dewey.thomsonreuters.com/training/Little%20Book/Little_EndNote_How-To_Book.pdf
The EndNote X8 Little How To Book can also be found with this link:
http://clarivate.libguides.com/ld.php?content_id=34717450
If the issue persists, it would help to know your operating system and version as well as the browser you are using.