Tnank you both v3xx and wolfman. That was my problem - understanding that "caja" was the file browser.
In 15.10 I had used nautilus as I was coming from gnome version of 14.04
I have used Ubuntu for almost 10 years - coming from 6.10 through most of the releases.
I really like Mate and looks like 16.04 is the best distro I have used.
If interested in exploring, you can also check out imgp, a terminal utility with many more features (adaptive mode, recursive operations, multiprocessing …).