Copy and paste the geoid file to a USB drive.
Put it on the first directory level (not in any subfile).
Go to Control > 3D control to ensure you're 3D system mode and not 2D. You will be allowed to check coordinate menu after.
Go to File > Control to access Coord. parameters.
Check the Use geoid model box, and scroll down to select your file to import.
Select your file so it will be imported.
Click OK.
Now you have copied your geoid file and will be able to select it later at any time.