If you click on a file which can be opened with more than one installed program (i.e. PDF files which can be opened in Adobe Reader or the Microsoft Reader) you will see the following prompt asking you which program you wish to use as your default

If you wish to later choose a different program as your default then you can change it via Search and apps > Defaults in PC Settings, or Programs > Default Programs in the Control Panel
PC Settings - You can choose the default apps for Web browsing, Email, Music player, Video player, Photo viewing, Calendar and Maps - as well as choosing default applications by file type

Control Panel - Selecting Associate a file type or protocol with a program will open the screen shown below - where you can then choose the default program for the chosen file type i.e. .DOC, .PDF, MP3 etc

Another method is to right mouse click on the file you wish to open and then choose Open with - you will then see a choice of programs you can use, or you can click Choose default program... to select which program you wish to always use to open this type of file
