If you want to cite something you did not find in a database (like a book, or a PDF found elsewhere), you can manually enter the citation information into RefWorks.
As a shortcut, once you have entered the title, click the lightning-looking button on the right (see the screenshot below). This will look through the metadata database to try to find a match. If it finds one, just click it in the list that appears at bottom, and it will fill in all the rest of the citation information.
Above is a supplier video from Ex Libris and covers methods of exporting references to RefWorks.
For more information on exporting from CINAHL and other databases, see also: