Hi. The CommonDialog object can do that. It allows file open & save dialogs, as well as directory and color dialogs.
Here's a .cap (v0.99.84) with a simple demonstration of an open dialog:
Note that the filter does not need to be set, and if you want to start in a particular directory, you can set that in the 'Set initial file' action, and optionally include a default file name in that string as well.