"File > Open" is to open a Studio One ".Song" file, not to import WAV or other audio files into tracks.
Try "Song > Import..." to bring in WAV files.
Even easier: Open your existing song, or create a new one from a template.
Drag the files from the File Explorer into the track you want the audio to live.
Or drag it below an existing track, and S1 will create a new track for you.
Easy, not obvious.