Any ideas?

Hmm, I wanted to make a small rpg game. How can i make it open a new exe.

Example, i write shop, it will open the shop on a new exe and conect to the other.

It will look like this:

////////////////////////
GAME /
/
/
/ ______>
/
/////////////////////


////////////////////////
Shop /
/
/
/ ______>
/
/////////////////////


_:_____Conect togueter_____:___

Example , if you buy an axe, it will shows in the game window.

That sounds like a horrible implementation, and like you are far from ready to make an RPG. Sorry.

Hmm, I'm ready, i'm just sorry for my bad english.

All i want to do, i want the program to open another program.

system(), popen(), ShellExecute(Ex)(), fork()/exec*(), CreateProcess(), spawn*(), take your pick. They all have their differences, but in the end they all to the same thing.

I still think it's a bad idea. Why would the shop be a separate program?

Example, In a 3d rpg game, when you click on the npc, and click trade,it will open the shop on a new window.

You don't really NEED a second program to open a second window. Look at obliviion, half the game (lol) is played in a "second window" that stops gameplay. Do you mean having two completely seperate windows that are minimized (or, not Full Screen)? It seems like it'd be a waste for the person to go to the shop seeing as extra resources would be donated to do something as inanimate as shopping, and the person wouldn't understand why (if they were on minimum requirements) it slows down at the shop and not the battle scenes lol. I agree with the above posts, you need to rethink how you're planning on doing this.
If you know how to make your starting game menu, I'd make a menu in much the same way that interacts with your character (instead of the game of course), since I'm assuming you'll be able to make a menu to start your game with, which won't be in seperate windows . That'd be my opinion, just have a shop menu, similarly stylized, with a few buttons and a list of stuff, click the stuff it shows you what it does or something.