How on earth can I get two characters into same scene?

Hello.

How does one get two characters into the same scene file?

Suppose one already has this blend file on one’s computer:
http://mediawiki.blender.org/uploads/d/d6/WalkcycleTest.blend

Then one wants to add another character for it to interact with.

Can you please give me the complete set of keystrokes that would be required to get the character out of that file and into another one. I am sorry that I’ve already been told a brief “Shift F1” and that only gets me to some very confusing menus where I don’t get the whole tamale.

Thanks greatly in advance for help.

Oops got it here:
http://blenderartists.org/forum/showthread.php?t=66360