I am using Linux if you are using another operating system it may be different. I got it to work for a file in my home directory.
1. Buy a book, ones bought before they were updated might not work.
2. Right click on the book.
3. Click on the Edit this book icon, top left corner of the book window.
4. Click on Load button.
5. Type in the filename.
6. Click on OK button.
Book will be truncated if it is larger than 3000 characters. Step 5 is where you might have a problem. It is unclear as to how much of the path you need to include or which directory it will look in with no path supplied. It would not accept the full path for me /home/bill/newkey.txt it did accept the relative path ~/newkey.txt where the ~/ indicates the users home directory.
I'm filing a bug report.