Click on 'FILE' on the top left side of the ribbon menu. Use OPEN or SAVE to import & export design files respectively.
You can also find file export options under the DESIGN tab like 3D PDFs, STL and DXF.
If you're having trouble accessing certain file formats from this list with DSM 4.0 and up, make sure you have the translators program installed. You can verify this by going to Windows Control Panel -> Programs and Features and look for ‘SpaceClaim Translators 19.1’.