The main entry point to begin using the GCD Software is the Project Menu:
In the GCD Software, all change detection analyses that you do are performed within a specific project. A project consists of three primary elements:

1. A folder (fixed path) on your file system where the project and its contents exist.
2. A *.gcd Project File
3. All the GCD input and output files (in Inputs and Analyses subfolders of project folder)
   

From the Project Menu, you can create New... projects, Open... existing projects and Close the current project. You can always tell if a project is open because it will be listed by its name in the Project Box:

Double clicking on the Project name, will bring up the Project Folder in Windows Explorer.

This video goes into the details of file management in GCD 5 (best to watch after you are familiar with basic features of the GCD software).