Can’t Easily Open a OneNote Notebook stored in the “cloud”

I’ve just started using OneNote along with storing my files at office.live.com and I’ve noticed it is not possible to open a file stored there from within OneNote.

File, Open knows nothing about the cloud.  I hope this changes or I learn I’m doing something wrong.

What I’m doing today is opening IE (doesn’t work in Chrome, another pain point), track down the website is not easy to find via a google search, track down the file I want which is clunky if you ask me and finally click the open with OneNote icon.  Very tedious in my opinion.