Unlike official scenarios, fan scenarios are not found in the drop-down lists from the module’s File menu. To find these scenarios, use the Scenario Browser… option, also from the File menu.
The Scenario Browser provides options to filter scenarios by designer or by number of banners and can be used for both fan and official scenarios.
If you know the exact scenario that you are looking for, then you can enter the scenario codex or part of the battle name into the Filter text box, top left of the Browser window:
Scenarios are listed in the main Browser panel, including win/loss stats from commandsandcolors.net. The list can be sorted by clicking on the column headings. When you click on a scenario in the list, the Browser will also show a graphic of the scenario setup.
Once you find a scenario that you want to open, double-click on it in the list or select it and press the Load button.
These instructions apply to module version 4.3.14. In earlier versions, the browser was accessed via File…Choose a Scenario and, since v4.2, Fan scenarios were listed in drop-down menus but without battle names.
Thanks to @bdgza for creating the Scenario Browser feature.