Yes. In your rc, create a command that prompts the user to enter a
filename and then loads that file.
Executing a command using the StumpWM UI is very similar to evaluating
a form as described by Michael, but instead of a colon (:) you type
[prefix] then semi-colon (;).
From the second invocation on, the filename will be accessible in
command history (using M-p to scroll backward through that history).
You could even create a command that has your specific filename
hard-coded and that simply loads it without prompting the user.