If i understand you correctly you are talking about HTML not c++?
If you were then i dont think you can run them automatically from a html page for security reasons. Though i think you can make an ancoured link to open a file located on the clients machine.
Somthing like this:
Oops just rembered for complete security stuff the above wont work, say if you sent someone a trojan then made a page to open it and get it running, m$ just cant do that lol.
<!-- Opens Drive C: --!>
<a href="file://c:\">Open Your C: Drive!!!</a>
<!-- Opens File On C: Not tested this but the above works --!>
<a href="file://c:\simplest_lang_ever.exe">Opens .exe file</a>
So you cant run files but you can open folders for listings.
They all do the same thing i think, been a long time since i last looked over my java books though ,
Parent.close will simply close the main parent window, say you run that from a child window, if that makes sense with html, it will close its parent.
window.close will close the current window.
window.parent.close() i aint to sure to be honest but i dont think you would need to use it....
Hope That Helps a bit...