I don't know if I have well understood your problem so I'll try to reply to your question #2...
When you have already opened SD3(for example you're looking at a lighthouse.DAT file) and you want to open another .DAT,SIM or Zone of another object at the same time(for example an aircraft.DAT file) just click on File(in the left top corner) then "Open" and then select the file you want to open.
Another option is File/Recent Filles
I hope this was the problem