I wrote this guide because I had many references in EndNote that I wanted to use in my LaTeX documents. I had to figure all this out the hard way — by lots of trial and error, if you follow this guide it should be easy for you. There are a few points to make: I have used every EndNote version since 4, but when I did my thesis I used version 9. This guide should work for other versions, unless Endnote have drastically changed something. I also use MikTeX and WinEdt on Windows. I don't have a clue about other configurations but they should still work with this guide.
One potential issue you may run into is that the various document classes use a command other than \figurename or \tablename in the table captions. For example, the thesis document class will use \figureshortname or \tableshortname in the captions instead. In these cases, renew the corresponding command. To find out what the command is, you can look into the .cls file of your document class. You can look for the specific string (. “Fig.”) and find out what command was defined for it. Then you can override it. You could also just create a new document class based on the original .cls file.