There is two parts to this question;
Firstly
You need to create a File Association - this tells the operating system what application to open the file with
Secondly
You need to pass the file name & path to the application
Nice little demo program on creating a file association is below - quite old but nonetheless suitable
File Association in VB.NET[
^]
Once you have done this you would retrieve the name and path of the file using the Command Line Arguments
Kind Regards