By default, Custom Addressbook shows the Quick start dialog which gives you the opportunity to open or create a file at startup. This corresponds to the option Show the 'Quick start' dialog (default).
If you want Custom Addressbook to ask you whether it can load the most recently used file, you need to enable the option Ask at startup whether or not to load the last opened file.
You can also have Custom Addressbook automatically load the last accessed file on startup without any questions asked. This corresponds with the option Automatically load the last opened file at startup.
Additionally, you can make Custom Addressbook start up totally empty (no data is loaded, no questions are asked and no Quick start dialog is shown). Just enable the option Do not load any file at startup.