You can set files of a particular type that you open from the macOS Finder to open in the Windows application of your choice. For example, you could set files ending in .txt to always open in Windows Notepad.
You can also set files opened from Windows to always open in the macOS application of your choice.
Note: This feature is not supported in the App Store edition of Parallels Desktop. For more information on the differences between the Standard and App Store editions, follow this link.
To open a macOS file once with a Windows application:
Right-click (or Control-click) the file in the Finder and choose Open With from the shortcut menu.
Select a Windows application.
If you don't see the application you want, click Other and choose a Windows application from /username/Applications (Parallels)/Windows Applications.
You can also open a macOS file in a Windows application by dragging it to the application's icon in the Dock.
To set files of a particular type to always open in a Windows application:
Right-click (or Control-click) a file and choose Get Info from the shortcut menu.
Click the triangle next to "Open with" to expand the section.
Choose a Windows application from the pop-up menu.
If you don't see the application you want, choose Other and choose a Windows application from /username/Applications (Parallels)/Windows Applications.
Click Change All.
From this point on, double-clicking a file of this type (.txt in the example above) in macOS Finder opens the file in the Windows application. If Windows is shut down, suspended, or paused, double-clicking the file starts or resumes Windows in Coherence mode. When Windows starts up, the file opens in the Windows application.
To open a Windows file with a macOS application only this time:
Right-click (or Control-click) on the file in Windows, choose Open With from the shortcut menu and choose an application.
To set all files of a particular file type to open in a macOS application:
Right-click (or Control-click) on a file in Windows, choose Open With from the shortcut menu and click Choose default application.
Select an application, choose Always use the selected application to open this kind of file, and click OK.
Note: To set files to open in the application or application of your choice, Parallels Tools must be installed. In most cases, Parallels Tools are installed by default. Also, the Isolate Mac from Windows option must be disabled, and Windows application sharing must be enabled.