This is correct. You don't 'open' adoc files. File / Open can access adoc studio projects.
You may insert adoc files to an existing project though:
- create a new project in case you don't have already one open (by file > new > project)
- now to add the adoc studio file(s) call file > new > add files
- navigate to the folder where your adoc file(s) is located, and selected the file(s)
Best regards