Are you talking about Belgian endive, which is torpedo shaped and either pale green or red? Or are you talking about radicchio, which is round and red?
Either way, it can be eaten raw or cooked - but that is true of most veggies.
With belgian endive, I prefer to use it as dippers. Cut the end off and start separating out the leaves. They make beautiful "chips". The flavor is very mildly bitter.
This recipe is fabulous - it was my introduction to Endive, and is still a fave. If you just want to add it to a salad, just slice across the heads into 1/2 inch to 1 inch slices.
With radicchio, it is a much stronger bitter. You can cut the whole head in half or quarters and grill/saute it to take some of the edge off. But it does make a beautiful salad. The secret is to cut out the white ribs, which is where the bitterness is concentrated. Without the ribs, the intense bitterness is gone.
This recipe was my introduction to radicchio.