Mac ability to use one programs functions within another. How do I turn it on.

When I was first setting up and using my Mac, I recall it saying something like "It looks like you are trying to do such and such" I was using a program (Reaper 6 DAW) and was using that programs file management system, and it seemed that the Mac was suggesting I could actually use Finder functionality WITHIN the Reaper program. At the time this seemed like it would casue problems so i declined, but now I want to enable that functionality. What is it called and where do I enable it. Thanks.