Large documents such as a thesis are often written using a separate document for each section. EndNote's CWYW function will insert a reference list at the end of each document. Once your writing is done, you will want to produce a single document that incorporates all of these chapters, and has a single merged list of references. The PDF below provides full instructions on combining or separating chapters and dealing with large word documents.
You will also find below a link to a short video outlining how to manage theses & large documents with EndNote.