This video shows how to import a Word bibliography into Endnote, including how to format your document and create a filter; it is a production of Cornell University's Albert R. Mann library.
Note--a common cause of failure with this method is a lack of punctuation between fields. Try a "find and replace" in Word and make sure there are periods or semi-colons between all fields in every reference in the Word file. Then, make sure the filter matches that exactly.

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