The manual is pretty explicit about this.
Any external files can also be imported to your project via the Project Bar. This is useful for including any other resources your project might need, such as videos, additional images, JSON data, XML data, text data, documents, or other general files you might want to let the user download.
For ideas on uses for project files and possible workflows, see the tutorial Using project files in Construct 2.
That link within the manual does indeed point to useful method to utilize this feature (it explains later that json may be used in place of xml):
Loading XML data
If you want to read an XML file stored with the project, import the XML file as a project file. Then you can use the AJAX object's Request project file action to download the file, and then load the result in to the XML object. The events below show how this can be done.
The further along in the article, the section Making level editors explains how this loading can be utilized to insert data that is edited separately from the project, allowing Construct2 games to be data-driven.