Whichever storage option you select, when you start draw.io, you will always be prersented with a screen asking whether you want to create a new file or open a new one.
If you choose to create a new diagram, you will see another menu. Enter your file name into the Diagram name filed and click Create to open the main draw.io interface.
Alternatively, if you choose to Open an existing diagram, you will be taken to the file picker associated with your chosen storage option, where you will be able to select from available diagram files. The below file picker is for the Browser storage option.
Selecting a file will open the main draw.io interface, with the selected diagram loaded and ready to use.