You must first read a little about CANopen to become familiar with the concepts. Check out www.canopen.de where you can download some specifications for free.
EDS is an abbreviation for electronic data sheet. This is a text file in the specified format that contains all the information about the CANopen device (a list of all supported files). You can edit it using a regular text editor or some commercial tools.
The CANopen-Master, which reads the EDS of the CANopen device, has access to the device’s objective dictionary. OD is an internal representation of all the data and functions that the CANopen device provides on the CAN bus.
The creation and use of the obect dictionary depends on the CANopen stack you are using. This is somewhere between the CANopen stack and your application.