Opening an Image

I recently purchased Filter Forge-Standard Edition, so I am new to the product.

I am using it with Photoshop CS6. So, to access Filter Forge, I have to open an image. My question is when I am in Filter Forge and want to use a texture, some the video tutorials that I am watching are asking me to open an image. When I go to File, New Image, it is grayed out. I am not understanding how you open an image and use a filter with it at the same time? In the video tutorials, it appears that Filter Forge is a stand alone application.

I would appreciate any help or suggestions anybody might have as I feel a bit confused.

Thanks

Thank you. Still have so much to understand about this program.