how to connect to a server after opening a .sql script in SQL Management Studio

in Microsoft SQL Server Management Studio, I use File -> Open -> File (Ctrl + o) to open a开发者_如何学JAVA .sql script, which includes a list of select statements. However, when I try to run them it complains that it's not connected to any server. What should I do?

Usually I right click a server in the Object Explorer panel (to the left) and select New Query. But that will open a new tab. In theory I could then copy-paste the codes from the previously opened .sql file to the new tab. But that's not what I'm looking for.

Thx!

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There are several ways to get there. One is to right-click inside the query window, then choose Connection -> Change Connection...

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File -> Open -> File with New Connection is one way