Launch the editor and then press Shift+L. This will allow you to open a save game or scenario directly in the editor.
Scenarios are in the "szenes" folder (C:\Program Files (x86)\Ubisoft\Ubisoft Game Launcher\games\Anno 1602\Eng\Szenes).
Save games are in the "SAVEGAME" folder (C:\Program Files (x86)\Ubisoft\Ubisoft Game Launcher\games\Anno 1602\Eng\SAVEGAME).
You also have to select the missionen (*.SZS *.GAM) file format once you're in the load menu of the editor before you can actually see the save game and scenario files appear in the menu.
Hope this helps.