It's not called a recent files list per se - there's no "recent" menu item, but if you look in the file menu near the very bottom, just above 'Exit', there's a little section that displays the last four files you worked on.
It seems this list is inaccurate whenever you start the program. It pulls in four older file names. Once you're in the program and working, the list remains accurate for the duration of your work session. I find it handy to switch between recent files that way, but annoyed that I can't open the last file i worked on after I've been logged out.