maybe some alternatives
You could drag the executable to the toolbar, which adds an icon, then search for the file, drag drop the file onto the added icon. The icons can be reused ;-)
If you do it the other way around, so first find the file, then select a program to open it, there are several alternatives on this forum.
Open with is also available via right click on the file, select the first option: shell context menu.., then select open with.