Problem:

Is it possible to load multiple COBOL source files in to the same instance of the Net Express IDE by double clicking on files in Explorer?

Resolution:

It is not possible to configure the Net Express IDE in this manner.  It would require Micro Focus to add a DDE/OLE interface layer and this is something that is not currently present.

Alas, it is not the sort of functionality that will be added given our strategy of further Visual Studio integration in the future.