Select the one you would like and then select the OK button. All of these names are attributed to the names of the Heart of the Swarm Missions. When you select one of the files, keep an eye on the information on the right of the open window as it will show you information such as the name of the Mission.
These are the vary same ones used in the Campaign of Heart of the Swarm. Now all of the listed files that are in the Swarm Folder are the Heart of the Swarm Missions you can play. Next expand the Campaign Folder at the top of the list. A warning box will appear indicating that there will be spoilers ahead if you havent played the campaign. Next you will select the Campaign Tab in order to locate the Mission Campaign Map Files.
This case is true unless you already have started playing and saving your own custom Map, Mod, or Game Project. This will first show that you have no data in your local files.
Go ahead and select the Open Folder Menu in order to bring up the open menu.