The referencing style you use is called an “Output style”. You can chose from the options included in EndNote, and also add new styles, e.g. harvard-cqu.
Once an Output Style file is saved to EndNote, you can use it in your Word document.
EndNote has quite a large number of Output Styles already installed, however you may find that you need a style that is not already included.
Additional styles are available from EndNote's Output Styles page.
Other sites that have EndNote Output Style files for download
Folder locations specify whether the Filters, Styles and Connection files that you use are located on your computer. The folder location depends on the version of EndNote and the operating system that you are using.
Version X2 and later:
There are 2 locations for your Output Styles folders:
Folder locations can be viewed in EndNote, click on Edit|Preferences|Folder Locations to check.
Styles folder location: