When you're on windows and not in the browser, you double-click to launch a file or program in the Explorer (which also is what runs the desktop). Single-click is select.

So, the rule:

List of files on your computer or desktop? Double-click. Otherwise? Don't.

What if I’m opening an email in Outlook? What if I’m looking at something in Control Panel? (That one’s a trick question, since the answer has changed in modern Windows versions.)