In https://reactos.org/node/794 write:
"The end goal is for users to be able to simply click on a program and have NTVDM automatically start. This requires some work in the CSRSS, which will also be responsible for deciding whether to start a new instance of NTVDM or reuse an existing one. The latter feature is especially important for Terminate and Stay Resident programs, which include a lot of games."
Already created feature for opens dos apps with double-click, but second feature are not implemented.
For example in the game "Six Games" have file menu.exe, that open other games, and after exit from game he opens again.