The dialogue presented is similar to opening a file and can be called with Open database... from the File menu. The following dialog lets you pick a file:

 

Choose the database format (file type) you wish to select from and select one of the possible files listed. Upon selection, the Database description is shown together with info about the number of games etc. This helps you identifying databases more easily. Press the OK button to open the selected database.  There may be multiple databases open at the same time.

Note; when you exit The program, the name of the current open database, if any, is saved. The next time you start, that database is opened automatically for you, saving some work.