ENB only works with DX9 games. There are specific versions of ENB for certain games, but in some circumstances one of those versions can be used in a game that doesn't have its own version of ENB.
http://enbdev.com/mod_tesskyrim_v0119.htm is the latest version. Click on the arrow pointing down to download the ZIP archive.
You have a choice of using the Injector or the Wrapper version. I've always used the Wrapper version, but if you have issues then the Injector version might be more suitable for you. http://enbdev.com/download_injector_generic.htm a bit more info on the injector approach. I will be going through the steps for installing the Wrapper version.
- Go to the Wrapper folder in the ZIP archive you just downloaded.
- Extract everything except for the text files and internet shortcut.
- Put the extracted files into
.../Steam/steamapps/common/skyrim/- Start the game to verify that you have correctly installed ENB (you should have info about ENB in the upper left corner of the screen)
- If the installation was successful, then you can install a preset
- Download the preset of your choice and install it in
.../Steam/steamapps/common/skyrim/ (the preset will probably replace some/most files from the ENB ZIP archive, let it do so)