You must import mesh from graph editor.
Open is for saved scenes you made with octane render and its not available in the demo.

So I can't save a scene therefor I can't open a scene.
I can't open a scene because I can't save a scene.

So even if you incuded a demo sample i couldn't open it?

Why ...

No help files?
"Open" file is greyed out!
No example file, but couldn't "Open it" anyway.
OK! I give up. How do you test this Demo if you can't open a file?