You can insert a file name at the cursor by using the top menu Insert > File Path. You can also open a browser, select a file name, and assign it to a variable like this:

In[11]:= fileName = SystemDialogInput["FileOpen"]

Out[11]= "C:\\Users\\David\\Documents\\Mathematica \
files\\Ellipsoid\\Ellipsoid 1_1.nb"

This assigns a selected file name with full path to a variable, which can then be used to Import the file.

Here is another method. Evaluating this opens a browser and sets the variable f (or any other) to the selected path:

{FileNameSetter[Dynamic[f]], Dynamic[f]}