This is weird. At least I’ve never encountered this before. When I attempt to “Open Files” Audacity will only allow me to open “data” files. Audio files are whited out. But when I scroll down to most “Recent Files” the audio files are available. Does this make any sense? Not sure what’s going on. I’m using Audacity 2.4.2
You’re supposed to “Import” sound files.
You can open Projects or you can make them open themselves by double clicking on the project AUP file.
When you do File > Open, a dialog box opens where you can choose the file. At the bottom left is a button labelled “Options”. Click that button to reveal the “File Type:” dropdown menu. Choose “All files” from that menu. Now you should be able to open audio files. Note that, as Koz points out, audio files will be imported into your currently-open project, or will be imported into a new project.