EndNote will automatically locate and download full text files by accessing several sources, including: DOI (Digital Object Identifier), PubMed LinkOut, and ISI Web of Knowledge Full Text Links. EndNote will try to use all of these methods to optimize the likelihood of finding full text files associated with your bibliographic records. To optimize your chances of getting a full PDF file, make sure you are set up to use SBU OpenURL before running "Find Full Text".
Note that the EndNote Find Full Text feature will not find everything for you. Some journals and database services (e.g., JSTOR) will not work with it.