When you click the Windows Explorer or File Explorer shortcut Pinned to the Taskbar, or when running explorer.exe directly, the following error message may be displayed:
This file does not have an app associated with it for performing this action. Please install an app or, if one is already installed, create an association in the Default Apps Settings page.

And the same error occurs when using the Win + E shortcut or running explorer.exe manually.
In earlier Operating Systems (e.g., Windows 8 and below), the following error is displayed:
This file does not have a program associated with it for performing this action. Please install a program or, if one is already installed, create an association in the Default Programs control panel.

And using the Win + E key sequence causes “Unspecified error”

However, Explorer may launch correctly when including additional switches such as /e or /n with explorer.exe, or double-click the This PC icon. Also, all other shortcuts for other applications Pinned to the Taskbar may work fine, thus implying that this is not a Shortcut (.lnk) file association problem.
Cause
This problem occurs due to missing data in the HKEY_CLASSES_ROOT\Folders registry key. The File Explorer pinned shortcut located at the following path is a special shortcut that references a value under the “Folder” registry key:
%AppData%\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar
Information in this article applies to Windows Vista through Windows 10.Read more