Files can be ‘opened’ which starts a new Design Page in the Main View so that you can see the open file. Use Open for .BE files.
If you already have a Design Page open, you can ‘merge’ files, which adds the contents of the files to whatever you have on your page currently. To merge a file, click on the Merge icon on the Toolbar or go to File/Merge Stitch file or Merge Working file.
Note: When you ‘Open’ a stitch file from the operating system (for instance double-clicking on a .PES file) you are actually creating a new design page and merging the stitch file into it.