By clicking the System Browser button or toolbar button () in the Load Window, you can use your Operating System's native file browser to choose a file to load from. What this looks like is entirely dependent on your OS; it may or may not contain system-specific features like shortcuts to commonly-used directories.
Since TOPCAT has no control over the way this dialogue looks, it cannot contain the Table Format selector, and certain other things such as load cancel may not work as well as for the other dialogue types. To select the table format, you will need to use the selector in the main Load Window.