When drag-n-dropping a .vrmesh or .vrscene file you get two options - to Merge the new asset with the currently opened scene or to Discard the currently open scene, while keeping the new asset.
You can also drag-n-drop an environment file (.hdr map) or a configuration file (.vrdx). That adds the new asset directly to the scene.
This example shows adding a .vrmesh file into an already opened scene and assigning a material to it.