You just need to make the association in the registry. At a fundamental level, you create a key in the right branch that associates the extension to your exe. 
I used to know it back in the day, HKEY_LOCAL_MACHINE/... (Win95) But Since then they've added protections such that if you are installing for the machine, you need admin privielges to edit that branch of the registry. Nowdays it's in HKEY_CURRENT_USER or something to that effect so that you can install the association on a per-user basis and not need admin. Most installers support adding a simple association. QSettings is capable, IIRC, if your installer doesn't have the capabilty. 
Sent: Monday, August 31, 2015 at 11:45 AM
From: "Berkay Elbir" <berkayel...@gmail.com>
To: interest@qt-project.org
Subject: [Interest] Launch Qt Desktop Application(Windows) by clicking custom file
Hello all,
 
I want to ask you that How can I launch my Qt desktop application(Windows) when double click to a custom file that is used by my application?
 
For example, when I double click myFile.x then my application will launch and open this file.
 
Thanks in advance.
 
Best Regards,
 
Berkay Elbir
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