Answer:
This feature is only available in EndNote X and later. The default option is to create a relative linking path. In EndNote X1/X2, this setting is listed under "Edit > Preferences > URLs & Links". In EndNote X, this setting is listed under "Edit > Preferences > Open URL/PDF".

Previously, links to PDF files and other file attachments were created with absolute linking paths. You can convert the link to a relative path for your libraries created in previous versions of EndNote.

1. Before you begin, please back up your library as this cannot be changed back to an absolute path.
2. In the Library window, highlight the references you wish to
   modify.
3. In Endnote X1/X2: From the "References" menu, select "File Attachments > Convert to Relative Links".
4. In Endnote X:From the "References" menu, select "PDF > Convert PDF Links to Relative Links".

For each selected reference, EndNote locates each file linked into the Link to PDF or File Attachments field, and copies those files into the DATA\PDF folder for the library. This will allow you to more easily share your EndNote library and linked PDF files with your colleagues.