Hi, your requirement seems related to generic web application. The code that works on a simple web page (outside Pega) should work within the Pega application also. My two cents!

Did you find any solution for this requirement 

Hi,

Unfortunately, this is not supported by most of the browsers since scripts have very limited access to local machines. I have found a few references. Please check if it works out.

From IE to others on a windows machine: https://forums.asp.net/t/1652038.aspx?How+can+we+force+a+link+to+open+a+URL+in+a+different+browser+

  <script type="text/javascript">
  function openURL()
  {
      var shell = new ActiveXObject("WScript.Shell");
      shell.run("Firefox http://www.google.com");
  }
  </script>

From Chrome and other modern browsers: https://stackoverflow.com/questions/11101641/activexobject-is-not-defined-and-cant-find-variable-activexobject

There used to be some browser plugins/extensions where you could right click and open in an IE instance. But I believe many fell out of favor over the years. What is nice about those extensions is that it would work generically on any web links, and required no modifications.