Us the "Application:command line" property, see attached code image.
When building the application, make sure to check "Pass all command line arguments to application" in the builder.
When your associated file is double-clicked, the application will open and have the file name of the double-clicked file as second element (#1) in the commandline array. (You can also drop any file on the application in explorer and it will open with the dropped file name in that position.)
Also check the online help under index: "Command Line Arguments (Application property)"