if your running a executable file, you can append the file path & file name to the batch file ex "c:\program files\folder\program.exe" As Vormund posted, if the string has a space, the string will need to be enclosed in double quotes.
if you want to open a file that has a file association in windows, you can use the start command. ex. i want to open a word document named word.doc on a machine that has MS Word installed. You can append the following string to the batch file - start word.doc