How to open downloaded project?

I've downloaded example project in defold site. it's zip file, how to import it to defold? Do I must create new project and drag all file into it?
Sorry if this is beginner question, thank before.

I assume you mean these example projects?

If so, follow these steps:

1. Create a new project in Defold (from dashboard.defold.com) and open it in the editor
2. Right-click "game.project" in the Project Explorer and select Show in Finder (Mac) or Show in Explorer (PC)
3. Download and unpack the examples archive you want
4. Drag the contents of the archive to the location of the new project in the Finder/Explorer and replace the files in the project The editor will pick up the new files and you are ready to go

Alternatively you can add a project as a library dependency in your project ('importing' the files for read-only use). If so – add the zip url to the "dependencies" in the project section in "game.project" in Defold. See more about library usage here.