The Open command in the File menu is used to read data into GMS. This command is most often used to read in project files or other GMS native files. However, this command is also used to import data or other files generated outside of GMS. Projects can either be opened into the current window which replaces the existing project, or the project can be opened into a new instance of GMS. This setting is selected in the Preferences dialog that is accessed by the Edit | Preferences command..
Related Links:
Import
Preferences