Using the Load Session option from the File menu will cause the Load Script dialog box to pop up. Using this dialog you can select a ParaView Session file to load. These session files will have a *.pvs extension.
Session files contain the sequence of steps that were performed in ParaView to read the current state. This includes all creation and deletion of objects, parameter changes, etc. This is not the most efficient way to store the current state of ParaView, but in this release it is the only method available.