Guy, do you mean so you can open a file in there ?
That really depends on the sort of file you want to open. So, if its an icon file, the ProjectOptions->LoadIcon. If you want to add a unit that exists in the directory, its the Add Unit button, left of the IDE.
If you want to see all the units in your project, then a the answer is to open Project->ProjectInspector, its lists all the ones you have added to project.
Might be a bit different from the way you are thinking but it does work !
Davo