How do I open files in a project after connecting to it? Nothing seems to happen after I get the pop-up that the connection succeeded, and if I open the files

How do I open files in a project after connecting to it? Nothing seems to happen after I get the pop-up that the connection succeeded, and if I open the files manually I still get an error when I try to evaluate them (missing connection). This is on Windows 8, I'll try from a mac later. Btw, drag-and-dropping a file into the window breaks the program.