To build on @CMS and @michael excellent answers
When using ctrl+X ctrl+f command sequence it will display a list of files in the current directory. I spend a minute looking for the right key to move up and down between the different filenames. The correct keys are Ctrl-n and Ctrl-p. You can use almost any other key (like Space) to select and continue typing.
In addition, if you are not already at the file/directory you would like to insert, you can go down a file tree structure as follows:
- Optionally enter some part of the directory. You can even use
../../
for example!
- Press ctrl+X ctrl+f and select the first item in the tree from the list.
- Next press ctrl+f again while the correct item is highlighted to display a list of the next level down the directory tree structure.
You can keep doing this until you find the directory/file you would like to insert in the document.