There are a few problems which mean we can't help based on just that code: you don;t show the methods that you call within the constructor (and the names imply they should be properties rather than separate methods) - and it's very likely that they are the problem since the code you show affects your private variables.
But...your openToolStripMenuItem_Click handler method stores the values in an array which is discarded at the end of the method so it's all wasted anyway! The only Employee instance the rest of your code can access is the single instance you create in your form construtor:
private Employee Employee;
...
Employee = new Employee();
Which is always blank. This may be related to what you are seeing - I don;t know, I can't see your screen while you are debugging.
I would suggest a couple of things:
1) Dump the EMPLOYEE_MAX values, and stop using an array to hold your Employee instances. Use a List<Employee> instead and use it's Add method to add each employee to the collection. A List<T> is like an array, but it expands to let you have as many as you want in there.
2) Dump the Employee variable, and make that a class level collection - the List<Employee> from (1) - and initialise it to an empty list:
private List<Employee> employees = new List<Employee>();
Then when you want to look at your employees, you can use the Count property of the collection to tell you how many there are, and they are always available to the class once you have loaded them.
3) Don't use Get and Set methods, make your Employee elements actual properties:
public int EmployeeNumber {get; set;}
public string EmployeeName {get; set;}
public string EmployeeAddress {get; set;}
public double HourlyWage {get; set;}
public double HoursWorked {get; set;}
And use them instead.