The File Manager is the program for accessing the filing system in the GUI. The default file manager in most Puppies is ROXFiler. It is start when you click on a folder or drive icon on the desktop. It can also be start by clicking 'File' or from the menu:

PuppyMenu > Filesystem > ROX file manager

Popular
RoxFiler - default in most Puppies
Thunar - Popular alternative to ROXFiler

Other
Caja - Mate file manager
emelfm
Nautilus - Gnome file manger
xfe - X File Explorer, small and fast

FileTypes
AssociateFiles