All data that you work with in Broadcast 2000 is loaded using load and append . The loading and playing of files is just as you would expect. If it pops up a progress bar, it's because Broadcast 2000 decided an index file would be faster to draw than reading every audio sample directly.
Loading usually changes the current project's attributes to match the loaded file.
Loading still images creates a new project with default values. The Append command adds tracks containing a new file without deleting the current project. Appending doesn't change the current project's attributes. Eventually you'll want to save your work. Saving files in the post-production world doesn't work like it does in the computer science textbook.