Explain in more detail what you need.
For instance, Windows "associates" certain file types with certain applications. A Word.docx file is associated with Word and an Excel.xlsx file is associated with Excel, are just 2 examples.
So, clicking, (or double clicking, depending on your personal Windows setup), any .docx file or any .xlsx file will open the file in Word/Excel respectively.
No need for any special action, any autorun, or any other work for that to happen.
Is it possible to make an autorun out of a program opening a file automatically and have both of them in an exe file ?