An EndNote library should not be stored or created in a cloud location. Please see the following KB https://support.clarivate.com/Endnote/s/article/EndNote-Reference-Manager-ProCite-Compatibility-with-Dropbox-and-other-Cloud-storage?language=en_US
Once you open EndNote and go to File then New you will want to try creating the new library in Applications or even create a folder in Applications called Libraries first.
You should not get any error if you change the location of where EndNote is trying to create the library.
Once you have the library open and are trying to import a RIS file you may need to look at the following KB so you can get the correct Import Option set.
You will want to use Reference Manager (RIS).
If you continue to have issues with EndNote then Please contact Technical Support directly:
1-800-336-4474 option 4 then 1
or
We are here to help whenever you run into issues.