Open macOS app from Parallels

ParallelsU227

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I want to open a macOS app from Parallels.

Every time I try to do this, say, I want to open terminal, by going to
Z:\Applications\Utilities\Terminal.app\Contents\MacOS
I'm greeted with
How do you want to open this file?
And shown a list of programs.

I don't want to open a Windows file with a macOS app from Parallels.

I want to open a macOS app itself from Parallels.
 
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