If you are going online without the matching offline project file then you will have to "Select File" (it will put the processor name as the name of the file), "Create File", and "Upload".
But it may be that RSLogix is not looking in the correct place on your hard-disk where your files are stored. It looks in the folder specified in "Tools" -> "Options", for the project file. If your project files are not stored there, you can change this default location, or you can use your windows browser to locate them and simply double-click the relevant .ACD project file. This will launch RSLogix5000, and open the file. And as I said before, if the communications path to the controller is stored in the project, simply click on "go online", and the job is done.
And you may not be aware that going online without the matching offline project file means that you will get absolutely NO documentation, tag descriptions, rung comments etc.
You say you are "entry-level" tech, believe me when I tell you that having no documentation you will invariably struggle to make sense of the code. Even seasoned programmers and technicians struggle in these circumstances.