"That depends on the program. Family Historian uses .ged as its normal file format, but most (all?) other major programs have their own proprietary format. With these you have to open the program first, then rather than the Open command, find the one for Import, and go through the menus as necessary to find the option to import a .ged file."
You are right. There is always more than one way to do something, but some of these programs require you to Import the data. Although I have always opened .ged files this way, it depends on how you have set things up.
Good pick up!