The best for you is probably to create a separate EndNote database to contain the entries of this bibliography. You should thus begin by doing File -> New and giving a name to your new database. If you don't do this, it is highly recommended that you backup your current database before adding the bibliography's entries to it, because it will be nearly impossible to reverse the process and separate new and old entries later.
To import the bibliography in EndNote, download the .btg files corresponding to the parts you would like to import:
In EndNote, go to File -> Import. Pick the import option "EndNote import", choose "discard duplicates", and select the .btg file you downloaded on your hard drive.
Tip: EndNote does not support categories or folders, but it supports keywords. The category under which each entry is found in the bibliography will be encoded as keywords. As a result, you can see all and only the entries of a section of the bibliography by searching for its name in EndNote.
Tip: Use the "Show all" view to have access to links in the preview pane.
If you need help with this, contact David Bourget at the University of Toronto.