In CopyCAD load Saddle.tri from the Example directory (using the File - Examples menu option).

Click on the PowerMILL button
on the Main toolbar.
This automatically starts PowerMILL and loads the triangle file.

You can now work on this model in PowerMILL.
Minimising PowerMILL switches back to CopyCAD. Triangle model modifications can now be made in CopyCAD. Click on the PowerMILL button
to pass these changes to the running version of PowerMILL.