If you have previously saved a file using the Save command, then you can use the Open command to open the file. When you give the Open command, a dialog box will open. Click on the Choose File or Browse button and select the file you want to open. Then click on the Open button and the proof in the file will be loaded into Proof Designer.
Note that if you are in the middle of working on a proof when you use the Open command, the proof you are working on will be discarded and replaced by the proof that is loaded from the file. So if you don't want to lose the proof you are working on, use the Save command to save it before using the Open command.