How to use enums in C++

Suppose we have an enum like the following:

enum Days {Saturday, Sunday, Tuesday, Wednesday, Thursday, Friday};

I want to create an instance of this enum and initialize it with a proper value, so I do:

Days day = Days.Saturday;

Now I want to check my variable or instance with an existing enum value, so I do:

if (day == Days.Saturday)
{
    std::cout << "Ok its Saturday";
}

Which gives me a compilation error:

error: expected primary-expression before ‘.’ token

So to be clear, what is the difference between saying:

if (day == Days.Saturday) // Causes compilation error

and

if (day == Saturday)

?

What do these two actually refer to, in that one is OK and one causes a compilation error?