There are two points from which you can load a new game:
If you are at the start screen, move your mouse over the 'Select Campaign' option:
Now, click on the option and you will be taken to the screen for loading files.
If you are already playing a game and are in your Admiral's Office, you can load up another game at any time and start playing that instead.
To do this, move your mouse over the top drawer of the filing cabinet, labelled 'Games':
Click on it to open it:
Move your mouse over the tab labelled 'Load':
Click on the tab, and you will be taken to the screen for loading files.
Either way, you should now see this screen:
To select a campaign, you follow three steps:
Click on the campaign you want in the top-left list, where it says '1.Choose Game'.
You will now see a short description of the selected campaign in a pop-up help page.
After reading the page, close it by clicking on the 'X' button at the top right of the screen:
Now click on the side you want to play for, in the middle list where it says '2. Choose Side'.
Now you have two options:
Warning!: If you click the restart from beginning button, all data that has been saved since you started playing this campaign will be deleted. Make sure this is the option you want! You will be prompted to confirm it.
When you click either button, the game will load and you will be taken to your Admiral's Office, ready to play.