Help needed to navigate around the application


The workflow of the application is not immediately intuitive to me. Here is what I have so far:
Application defaults to the Connection tab
I select the Server in the drop-down list
I double-click on the Project listed (I initially thought a single-click would work)
It immediately switches over to the WI Query tab
I double-click a query from My Queries list and get a Query Parameters window that says '@me' and an empty field. I'm sure what to do at this point.
I double-click a different query and it populates the Query Results.
Why does double-clicking different queries respond differently?
Is it possible to have a status indicator, so I know the application is doing something when I perform a user action? Many thanks!