Photoshop elements folder does not show

I just bought Photoshop Elements 2020 for studies and is following the book. Already by step 7 there is a problem I can't solve: 

"A window is showing where you can get help to import your photos. Klick on "start import". Unmark the boxes that are preselected and choose "Add file". MARK THE 'excerciseFILE' (created the step before) and press OK".  

This is where it doesn't work. I can not mark the excercisefile because it doesn't show. The thing that pops up is my own computers files. Therefore I cannot see or work with the photos that comes with this program. 

What can I do to solve this?