If the vector file is a sequence file, click on one of the folders, select File>Import to navigate to the file you want, and then double-click the sequence to open. A copy of the sequence(s) in that file are added to the catalog.
Alternatively, if the vector file is a sequence file, open the file, select File>Add Sequence to Project. A copy of the sequence file is added to the catalog.
If the vector file is in another project file, open that project by selecting File>Open and selecting your project. Copy and paste the file from the project to the Cloning Vector Catalog.