You can load game by running Jones3d.exe and click "Resume". It will offer you a Load game dialog where you can select saved game. you can also set registry value "Start Mode" to 1 and run then "Resource\Indy3D.exe" to get the same dialog.
Another option is also to set registry value "Start Mode" to 2 and run Indy3D.exe. You will get the fallowing dialog box:
To be able to select level in this dialog you first have to extract cnd files from GOB file into "Resource\ndy" folder.
Note that running the game from this dialog somehow fixes the wireframe mode in canyonlands level.