A little more information on what you are trying to do would help as I could think of several possibilities that may or may not be of help to you.
I'm assuming you are trying to open a second file in a separate window so you can just drag or copy the files across.
When you have opened your original file looking to the left you should see all available files on your computer. Right click on the file you want and select open, this will open in a separate window. You can now resize the widows and drag the files across from one to the other.