This window is almost the same as open dialogs in other programs. But there are two differences: Filter selection. Here you can select from a lot of supported format and format groups. If you can't find searched file, select "All files (*.*)". If you won't be even though able to find it, searched file is either hidden/system or you can't view it because of settings of windows.
Second diference is that this window contains Bottom preview part of window, which is containing basic informations about image's size and bpp and small preview of it...