Download the required style. Normally this is saved to your downloads folder.
Go to your downloads folder and double click on the style to open with EndNote. Worth reading the notes in About this style.
With the Style open: Go the File menu > Save As
In the dialogue box give your style a meaningful name or in most cases, for a downloaded custom style, you can delete the word copy that EndNote always appends to the end. Note you cannot use the same name as an original style supplied with EndNote. If you want to use a different name, remember the named you used. Click Save.
This will save the style to your Documents folder inside a folder called EndNote > Styles. The name of the style will change in the header of the style. You can now close the style.
To use the new style in your Word document. Go to the EndNote tab in Word and from the style dropdown > Select another style:
Choose the style name you used to save your style from the list. (If you do not see the style listed, try closing all programs, restart the machine and look again.)
This will apply the new style to your references in the document.