They're specifically referred to as Ewoks in the original script...

"A strange little furry face with huge black eyes comes slowly into view. The creature is an EWOK, by the name of WICKET."

...as well as in the end-credits for Return of the Jedi.

Obviously they're also named in the novelisation of ROTJ, interviews with George Lucas as well as enjoying their own films (Star Wars: Ewok Adventures, Ewoks - Caravan of Courage) and animated adventures under the name Ewoks

As to the origin of the Ewoks, the interview with George Lucas (below) makes it clear that the intention was that the Ewok moon was originally planned to be the home planet of the Wookiees but as the film series evolved, the Wookiees ended up being too tall and technologically advanced, leading to Lucas designing a new species.

The name 'Ewok' itself is a corruption of the word Miwok, a tribe who were originally indigenous to the woodland where the Endor scenes were shot.