What kind of file? Open File is a script step for Opening another FIleMaker File but I am guessing you mean a PDF or other non FileMaker file.
There are several different ways do do what you want depending on the version of FileMaker you are using and what you want to do with the opened file:
Export Field Contents can export a copy of the file and open it. (haven't tried this in IWP...)
PDF's can be viewed in a large container field placed on a FileMaker layout. (Requires FileMaker 12 if PDF is more than one page.)
Open URL can open a file (but not for IWP users).
A webviewer can open some files and display their contents. (You may find the 3rd party produced "SuperContainer" to be of interest.)