解:
(1)作$EF \perp AB,$垂足为点$F,$连接$AE。$
$\because A(-4,0),$$B(2,0),$
$\therefore AB = 2 - (-4) = 6。$
$\because EF \perp AB,$且$E$为圆心,
$\therefore AF = \frac{1}{2}AB = 3,$
$\therefore$点$E$的横坐标为$-4 + 3 = -1。$
$\because \odot E$的直径为$10,$
$\therefore AE = \frac{10}{2} = 5。$
在$Rt\triangle AEF$中,$AE = 5,$$AF = 3,$
$\therefore EF = \sqrt{AE^2 - AF^2} = \sqrt{5^2 - 3^2} = 4,$
$\therefore E(-1,4)。$
(2)作$EG \perp CD,$垂足为点$G,$连接$CE。$
$\because E(-1,4),$$CD$在$y$轴上,
$\therefore EG$为点$E$到$y$轴的距离,即$EG = |-1| = 1。$
在$Rt\triangle CEG$中,$CE = 5,$$EG = 1,$
$\therefore CG = \sqrt{CE^2 - EG^2} = \sqrt{5^2 - 1^2} = 2\sqrt{6}。$
$\because EG \perp CD,$且$E$为圆心,
$\therefore CG = DG = 2\sqrt{6},$
$\therefore$点$C$的纵坐标为$4 + 2\sqrt{6},$点$D$的纵坐标为$4 - 2\sqrt{6},$
$\therefore C(0, 4 + 2\sqrt{6}),$$D(0, 4 - 2\sqrt{6})。$