How to export references from Endnote web to Endnote X5?
Here's a step-by-step guide, provided on the EndNote's Online Help page:


Export references following the export instructions using "RefMan (RIS) Export" as the export style;
click the Save To... button and save the export file to your computer;
open EndNote;
open an existing or new library;
select Import from the File menu;
in the Import dialog, click Browse to select the export file;
select "Reference Manager (RIS)" as the Import Option;
for EndNote 8 or later, select "No Translation" as the Text Translation (not applicable in your case).