The File menu, as in most software, is used to open or save files, or to exit the program.
Menu items with icons next to them are also accessible using the Tool Bar.
A list of the 9 most recently opened files is automatically shown at the bottom of the menu.
Selecting File / Open... presents a standard Windows file selection dialog.
The current folder shown in this dialog will always be the one that you last navigated to.
The default file type selection is Script Files (*.RTS). To see other kinds of files, change this selection.
Drag the lower-right corner of the dialog to change its size. The new size will be remembered next time you select a file.