In file explorer if you click on it Photoshop will open. If you right click on it you can have Windows create a shortcut on your desktop for Photoshop. When Bridge 2021 was installed Adobe's Installer should have set Image file associations to Photoshop 2021. You should see thin in Bridge's Preferences. It not set correctly you may have uninstalled some version of Photoshop after installing PS 2021 which would destroy what the PS 2021 install set up. You can set the File associations in the Bridge Preferences for File Type Associations.