Welcome to the forum!
Lots of help on here, feel free to ask as many questions as you need
Sadly in PicoScope you cannot have two seperate waveforms open at the same time...you can however have a reference waveform in the background (to allow comparison).
1) Load the file you want to compare to.
2) Choose Tools>Reference Waveforms.
3) if you have various channels enabled on your waveform, ensure that under "Available" you have the Channel you want as the reference highlighted. Choose "Duplicate". This waveform is now in the "Library" section. Click OK.
4) Now, use File>Open and open the second waveform that you want to compare to your first.
5) With this file open, again go to "Tools>Reference Waveforms".
6) You should see your previous waveform still located under "Library". Enable the tick box here and choose OK.
The waveform is now loaded in the background. You can drag the vertical axis of either scale and seperate or line up the two waveforms.
It is worth noting that within the Reference Waveforms options, you can double click your "Available" waveform and rename it. If you do this, it is worth (with it highlighted) choosing "Export". Your reference waveform is then stored in: "....\My Documents\Waveforms\References". Each time you do this a ".psreference" file will appear here, slowly building your own library of Reference Waveforms.
As you build your own library you can then use the "import" option in the Waveform References to use them over and over.
Hope this helps,