To open a local file using a published application follow the steps below:
On the server:
Go to RAS Console> Publishing> select needful application> switch to File Extentions tab> check Associate File Extensions and specify required extension(s) of file(s) that shall be used by published app.
On the client:
On the Parallels RDP Client side Refresh the connection.
Right click on the file you want to open > verify that 2X KickOff is chosen as default program.