It would have been interesting to see which function that should be in the Windows version as the only library that may be activated is for internal purposes there. It does not define a workspace.
You can set a startup-folder to load the files that are in that folder (and possibly sub-folders):
If you want to return to a particular set of files, then save the whole set as a playlist and load that playlist in the next session.
(This is the same in Windows and Mac.)