Endnotes are notes to be placed at the end of the document, which typically contain citations/other information that do not contribute to the text, but allow the readers to look up any secondary and tertiary sources used. Footnotes on the other hand do contribute to the text, but contain remarks which do not belong in the body of text. The 'works cited' bibliography is a type of endnotes, where all the bibliographical entries are collected together and presented at the end of the document.
Endnote is a third-party software to help manage a bibliographical database and enumerate citations/generate endnotes. MSWord 2007 and onwards have build-in capabilities to handle citations. Many academic manuscripts are written in LaTeX, which has its own method of handling citations (bibTeX).