There are several ways to open a document in CSE HTML Validator:

Choose File->Open, or

Click on the Open toolbar button on the File Toolbar and choose a document from the dialog box that appears, or

If you are using the standard or higher edition, then double-click on the file that you want to open using the Shell 1 or Shell 2 Window, or

Drag and drop a file onto the editor window from another program like Windows Explorer.

Once a document is opened, you can then validate it.

See also the Validating Local Documents and Validating URLs topics.