Your original post mentioned that you'd closed the personal folder, not
deleted items that were in it. The File -> Open -> Data File is to open the
personal folder file again (usually called outlook.pst by default).
If your personal folder file is open (you can see Inbox, Outbox, Sent Items,
etc) and you just need to recover items you'd deleted, then go to the
Deleted Items folder, they should be in there.
If you did in fact just close the personal folder file (by right-clicking on
it and selecting the option to close it) then go to File -> Open -> Outlook
Data File. You should see a file in the window called "outlook" or
"outlook.pst" (depending on your configuration). Double-click on that file
and your folder will be open again.