As GVP says... to import a file, eps or whatever, you must create a blank document first or most of your options on the menu will be blocked and that applies to ALL versions of corel. Plenty experience with.
BUT....
WUNDER is in reason too, without opening a blank document you can to straight to OPEN and choose your eps file like it is a cdr file, it will ask you if you want to import text as text or curves and thats it, there you go, ready to cut! (If file is good to go without changes)