The end entity refers to the certificate which is for the actual host name of the CSA. If you have many .crt files you can open them with windows and review the certificate information for each to determine which is correct.
I have these two files from GoDaddy a .p7b and a .pfx. Which one of those would I get information for adding the end entity?
It could be in either one of those certificate. To enter the cert into the CSA you will have to convert the cert to a PEM format, then you can open the PEM cert as text and copy the certs content. It will show up as seen below, just the blob of text will be larger in between the begin and end lines.
You can follow the steps outlined at the bottom of this page on how to convert from either a .p7b or .pfx to a pem format.