The Apple Pages/EndNote citing feature is fundamentally different from the CWYW tools in Word, and they are not directly compatible.
It is not currently possible to move documents from Microsoft Word to Pages in a way that maintains the link to EndNote. All citations and the bibliography will appear as plain text, with no links at all. If you wanted to change the formatting style, you would need to delete the existing text bibliography and replace each and every citation.
You can use an output style in Pages 09 that simulates unformatted citations in Word, which would allow you to format the file in Pages then transfer it to Word. This is a one-way transfer.
To convert a Pages document for use with Microsoft Word:
Get a copy of the Pages To Word output style.
Double-click on the Pages To Word output style you downloaded to open it in EndNote.
From the File menu, select Save As.
Remove "Copy" from the "Pages To Word Copy" file name and Save.
From the Edit menu, select Output Styles, and then select Open Style Manager.
In the list of styles find the "Pages To Word" style and check the favorites box. Close the Style Manager.
Close both Pages and EndNote and reopen them to set the favorites.
In Pages, open the document to be sent to Word, and from the Edit menu select EndNote Citations > Bibliography Format and select the Pages to Word output style.
Export the document to Word as you normally would.
In Word, with the same EndNote library open, select Configure Bibliography to format the citations in the style of your choice. You can select Configure Bibliography by clicking on the arrow in the corner of the Bibliography group.