I was trying to play with various configs of camera and suddenly Mocap Studio do not show dialog menu anymore - when I press New i can select video file for Action, not for calibration. I think i pressed cancel on this dialog last time but not sure. How to rollback?

Aha so calibration dialog appears only on 2 camera projects?

Yes, there is nothing to calibrate when there is only one camera. Calibration is needed to compute relative positions of multiple cameras.