To explain let me jump straight to an example. If you double-click a jpeg it should open the photo viewer app on Windows. So far that seems like a simple file association. However with the arrow keys you can browse the other pictures in the same folder.

But this isn't based on a simple path extraction from the file name. For example if you change what order the files are displayed in that folder and then double-click the jpeg you'll find that the photo app will navigate in that order as well. And if you perform a search in explorer which returns several results and then double-click the viewer app will be able to cycle through those specific pictures.

So how is this done (or how might it be done in C# with the full .net library available)?

I assume there are two parts: one being some sort of special registry/COM association beyond that normally used for simple file extensions and the other being the code to actually accept and use whatever file list or enumeration handle is provided as an argument to the application (my application) being launched.