Two ways:
1) Open sawmill_sawblade first, Ctrl-C everything (use
and press enter to select everything), then open your map by (File > Open...) and Ctrl-V there.
You can deal with multiple maps open at the same time by minimizing the windows, the buttons are on the top right corner, note that they like to hide behind the "Messages" console.
2) By using Prefabs, a bit more complicated but it allows you to quickly acces the prefab for future uses:
Go to: " C:\Program Files (x86)\Steam\steamapps\common\Team Fortress 2\bin\Prefabs " or wherever you put your game, and drop "sawmill_sawblade" there.
Then to actually use Prefabs click the Entity Tool
, then on the right select the category "Prefabs", and as Object "sawmill_sawblade".
Now you'll place the sawblade wherever you click, just remember to reselect the "Entities" category if you want to use entities again.