Proof-General can only work with one active file at a time. The best is to use the Restart button when switching from one file to another, because command like Import or Use can not be undone (so the Undo or Retract button will not give the expected result).
Sometimes, some information are missing in the answer window (this is
very rare). You also may want to see the results of other commands than
the last one. In this case, there is a buffer named *phox* available from the Buffers menu where you can see all the
commands and answers since started.
In some very rare cases, the Restart button may not be sufficient (for
instance if you changed your version of ). You
can use the menu PhoX/Exit PhoX to really stop the system and
restart it.