When you double click a file in File Explorer, it will be opened with an associated app. Apps can handle not only files but also various network protocols like HTTP (your default browser), BitTorrent or protocol handlers like tg: (a Telegram link), xmmp: (Jabber links) or skype: for the popular VoIP app. Here is how to set Default App Associations in Windows 10.
Starting with Windows 10, Microsoft moved plenty of classic options from the classic Control Panel to the Settings app. Personalization, Network options, User Account management and many other options can be found there. The classic applet to change default apps has also been converted to a page in Settings. Here is how to choose default apps in Windows 10.
There are different ways to assign an app to a file type. Let's start with Settings.
To set default app associations in Windows 10, open Settings and go to Apps - Defaults Apps. If you are running Windows 10 RTM, Windows 10 version 1511 or Windows 10 version 1607, you need to go to System - Defaults apps. See how to find Windows 10 version you have installed.
On the right side of the Defaults apps page, click on the app category (for example, Web browser or Music) and choose an app to be used by default. There is an option to look for an app in the Store. See the screenshot below.
To set default apps by file type, scroll down to the link "Choose default apps by file type" and click it.
On the left, find the desired file type (file extension).
On the right, pick a new app to handle this file type.
Tip: Using File Explorer, you can assign a new default app for the selected file type even faster. Right-click the file and select "Open with..." in the context menu.
There, choose the item Choose another app.
In the app list, select a new app for this file type and tick the check box "Always use this app to open files".
If you cannot find the required app, click on the link More apps. This will show more apps to select from. If you still can't see the required app, click the link "Look for another app on this PC". This will open File Explorer where you can browse for an app to open the file with.
If you prefer the classic Control Panel applet, it is not removed as of this writing and can be used to configure your default apps. Open the Control Panel and go to Control Panel\Programs\Default Programs. There you will find the same options as Settings.
Finally, if some day you decide to reset your customized preferences, there is a one-click solution to get all default file associations back.
In Settings - Apps - Default apps, scroll down to the Reset button on the right. Click it to restore the default system associations.
Now you know enough to configure preferred apps in Windows 10.