Ther normal way to use the file parameter system is to create and save references to data in other files. To do this, click the 'pencil' icon to the right of the data entry field. This brings up the table data dialogue, which allows you to specify the file containing the data, and how to get the data from the file.
Once this has been done, hovering over the entry field will produce a popup showing which file contains the actual data. Hitting the 'pencil' button again will show the reference information and allow it to be altered.
In: Contents >> Working with external data >> The file parameter dialogue