I have not been able here to get Windows 10 to associate .kdenlive files with Kdenlive
by using Windows usual method for doing so.
For example Win+I> Apps> Default Apps> Choose default apps by filetype> etc

So for anyone else having this problem, this works here to be able to click on a
.kdenlive project file and have it open with your desired kdenlive version.

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Note: I don't know much about the registry, and I've seen it said many times
do not do any registry changes unless you know what you are doing,
so I'll just pass that advice on to anyone who may find such advice helpful.
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In Windows registry at:
[HKEY_CLASSES_ROOT\kdenlive_auto_file\shell\open\command]
(then at Default> Edit string> value data)

"C:\Users\main\Desktop\Kdenlive-18.08.2\kdenlive.exe" "%1"

(Note, I never did find out what that %1 means)

When you put a new version onto your Desktop, as I've seen recommended
in this forum, just go to that point in the registry and change the version number
to match the new version.

Thanks for this hint. As there is no installer for the Windows version this can’t be done automatically. Can you mark this as solved?