Audio files? At least two ways in Pro Tools.

#1: The file menu (far left) and Import Audio (or called something like that).

#2: The workspace functionality. I think viewing it is done via the top level menu item almost all the way to the right. "Windows" or "View" or something like that, and then "workspace". There might even be a keyboard short-cut. Drag and drop into the clip list after auditioning.

Once in to the Session, drag it from the clip list to an audio file. mono to mono, stereo to stereo or two mono tracks. Standard stuff from there.