When a relative file name path is given on the command line, Source Insight first tries to find the file relative to the directory that you started Source Insight in. If it can’t find the file and a project is open, it looks for the file in the project’s file list.
In other words, you can start Source Insight in any directory and give it a file name, and if the file is in the current project, Source Insight should find it. If there happens to be a file with the same name in the startup directory (or relative to it), then Source Insight will open that file.