Open a local application from a web browser

I have used Visual Studio online. If you are familiar with it, you know that you can hit the "Open in Visual Studio" link. This will prompt the user that it will open an external application. This is the exact functionality I want. I looked at the resulting link and it is empty as far a HTML/Javascript is concerned. I know that Visual Studio is handling this call, but how is the backend telling the browser this is what it wants to do.

Thank you in advance