Ways to open files.

File open in SolidWorks,

R (keyboard short cut), pick on file.

pick from welcome screen.

Windows explorer

double click,

drag file into program

Design Library:  Map the folder for your hardware, then you can navigate the folders to find the part that you are looking for.  Double click it to open or drag it into your assembly as needed. 

Share in the comments your favorite way to open a file.