File is the first entry of the top line menu and drops down to this:

New and Open will open file directory windows where you may choose your working directory and enter a new cue file name or select an existing one to work with.

Backup/Save will bring up a window asking if you would like to copy the accompaning sound files as well as the cue file to a new location. If yes, then the saved cue file will be adjusted so it works from the new location.

A Quick Cue Check will automatically step through all the cues to ensure they are still all playable.

Exit will close the program.