I'm pretty sure we communicated this already:
If I simply drag it into the program, how would the program know the file is there and how can I code to process it?
Just drop a file on your program (or a shortcut to it) and it will be passed as command-line argument 1
I'm looking to learn how to do it the same way we can open up files by simply clicking on it after we declared that extension to work with xyz programs.
Are you looking for file-type association? You can do that manually be pointing Windows to the exec file.
If you want ".myawesomefiletype" files to be associated with your programm, use an installer to make that association. NSIS
does an excellent job of this.
If that's not the answers you're looking for... give us better questions