Ordinarily, you should use the method found in this article to download and imoprt your citations from PubMed into EndNote X6 for the Mac:
However, there are certain times when the URL information is not provided in the export file from PubMed. When this happens, you can use the Reference Update feature to populate the field. To do this, highlight the record(s) in your library and then click the References menu > Find Reference Update.