Hi Luca,

You may not be able to associate a file extension to an application in Windows 10.
This may occur if the program you are attempting to associate with is not registered correctly.

In order to solve this, Follow the steps below:

1. Type "regedit" in the Run line or from an elevated CMD prompt.
2. Navigate to Computer\HKEY_CLASSES_ROOT\Applications and find your .exe name. 
3. Navigate under its name to shell>open>command. 
4. Under Default, make sure the application location points to the actual location of the executable.
5. Press OK and then try and reassociate the file type as you normally would.

For pdf file associaition,
PDFs open by default in Microsoft’s PDF reader which runs full-screen in Windows 10.

To change that, you can follow the below steps:

Default Programs (Control Panel)

Open the Windows 10 Control Panel, then click “Programs,” then “Default Programs.” The first two entries on this list are what you’re interested in.

If you’d like to set a single program as the default for all the types of files it’s capable of opening, click “set your default programs.” This screen opens a list of your installed programs in the column on the left. Click a program in the left column, then click “set this program as default” to apply all of the file type associations that the program includes.

I hope this helps.

Regards,
Lokesh