Obviously, manually adding every PDF from a large EndNote library would be rather labor intensive. There is a trick to automating it, though.

Zotero's RIS import does have the ability to import PDFs and Endnote does export links to your PDFs in the RIS files it generates. The problem is that Endnote does not give the full path to the file.

You should be able to import all the PDFs by using a single find and replace statement. In EndNote, you need to export your library using the RIS (Refman) style. It should be exported as a text document.

In it, you will want to find

  internal-pdf:// 

And then replace it with

  file://location/where/endnote/stores/your/pdfs

In Windows, this would look more like

  file://C:/location/where/endnote/stores/your/pdfs

From there, you should be able to import the RIS file into Zotero as you normally would.