How to handle browser link as windows command line

I want to do very simple task - click on link on my computer and process this link as windows command line, for example I have link in local HTML file (placed on F:\TMP)

<a href="Code D:\tmp\index.htm">index.htm</a>

Browser, by default processing this link as

   files:///F:/TMP/Code D:/tmp/index.htm

and than try to open this file. But I need to pass this reference to windows command line interpreter

   Code D:\tmp\index.htm

And as a result of processing this link file D:\tmp\index.htm must be opened on Vs Code editor. This maybe complex task, need maybe something browser setting, and maybe need to write own Browser extension, isn't it?
Or there are something Browser setting what allow change default *.htm handler and pass html link directly to command line?
If no, if I must write my own extension, what extensions is closest to make this task? https://github.com/mdn/webextensions-examplesUnfortunately I don't found it.