The Edit menu, as in most software, is used to do something with text in the active window.
Menu items with icons next to them are also accessible using the Tool Bar.
Use Edit / Find... to search for specific text:
The Find what field is automatically filled in with the selected text (or text under the cursor if none is selected) in the editor.
Use Edit / Replace... to find specific text and replace it with other text, either once or multiple times:
Use Edit / Find In Files to search for text in a collection of files:
Double-click on any line of found text to open that file and highlight that instance of the text:
The last item on the menu, Open File Under Cursor, changes to show the path of the specific file that would be opened when the cursor in the active window is within a valid file path:
This provides a quicker way to open an included script, a file used in Import, etc. rather than having to select it using File / Open.