I have completed packaging my application using VS installer and it works fine. However i want on double click some file extension like .vfx my application should launch automatically. Is there any direct property which i can set or i have to write script.
In the VS Setup Project, go to View->Editor->File types, and that's where you add your extension. There's some documentation here:
https://msdn.microsoft.com/en-us/library/4fcx9b75(v=vs.80).aspx