To use a project that you get from us, or to continue working on one you created earlier, double-click the project file icon. This will automatically start CodeWarrior if it is not already running. Don't double-click a .java file icon. This may open a different programming environment. Moreover, a project file must be open to run a program.
To open a project from within CodeWarrior, use File|Open ... to get a standard file dialog box. The current folder will probably be the folder containing CodeWarrior. Move to the folder containing the desired project file and click Open.
When a project file is open, CodeWarrior displays the file's project window. This window lists all the files and libraries included in the project. To open an editor window for a source file, double-click the file name in the project window. (You may have to first click on the triangle (or '+' symbol) to the left of a group name to see the names of files in that group.)