How to open PDF in Word?

Are you using the desktop version? 

Is the PDF in endnote library or you want to access it from the web? 

Either is possible from Endnote desktop, but neither is directly possible from Word using the information in Endnote. 

After you cite something in Word, you can right click on the citation, select the last option “edit citation”, more… then the cited record is listed and there is a box next to it “edit reference”  – if you click on that, you open the record and the PDF can be displayed (depending on layout settings) or you can open the pdf (find it and double click on it, or open the url if it is there.