Your next step is to edit the output style to include the new reference type (Edit > Output Styles > APA 5th). Choose Bibliography>Templates and click the “Reference Types” button to insert the new “Speech” reference type. You can probably follow, with necessary changes, the existing reference type “Conference Proceedings”, and this is how the EndNote inserts the wording “speech presented at” into the reference.
I would recommend saving a new version of the style (e.g. APA 5th with your initials appended) using File > Save As…, so you can always return to the original version of APA 5th in future.
Cheers,
John