On Windows, open a project by selecting File > Open and selecting JMP Projects from the list next to File name. The file also shows up in the JMP Home Window Recent Files list if you previously opened it with the File > Open command or the Open toolbar button.
On Macintosh, open a project by selecting File > Open and selecting the file. Though there is no project window on Macintosh, the files that are set to open or run automatically appear.