How does the 'Load Custom Level' button work in Hexcells Infinite?

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On the Main Menu screen of Hexcells Infinite, there's a button on the bottom right that says 'Load Custom Level'.
However, when I click it, the button does not seem to do anything. It doesn't open any sort of dialog or a file selection window, or anything at all.
Does this button do anything? If it does, how does it work?
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