The "Open on double-click" part have been covered, now let's see how to "open another window".
After the double-click, a VI in your application is called and passed the filename. Its job is to open a file viewer/editor VI to open and handle the file. If you only need one file at a time, then you are done. However, if you need a Multiple Document Interface (MDI) e.g. several windows to handle several files simultaneously, then you need the file viewer/editor to be a VI template, a VI with the *.VIT extension. Making the first VI (called with the file name)reentrant, then the user can simultaneously select several files in the Explorer and open them. A window will popup for each file selected.