Your task is easier if you build your VI into a standalone application.
You then need to have a way to pass the commandline arguments (the file name in this case) to be available in your code. Please follow the instructions
HERE.
To associate your program with a certain file type, simply "shift-right-click" on it, select "open with ...", select your application ("other..."), and check "always use this program to open these files". (details vary slightly with OS version).