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In Fritzing, file → open → (your .fzpz file) → open to import the part into Fritzing.
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You can drag and drop the file (microMerlin mentioned this before)
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Double-click the .fzpz file (provided you configured the file to open with Fritzing.
I don’t have my com with me now, so no pictures for reference
Edit: Peter had mentioned this before here. He has also attached some pictures
He also mentioned this for linux users