Interacting with an open application via web link

This is likely a duplicate but I have no idea what this thing is called so I'm mostly coming here for a point in the right direction.

Sometimes we see these links on the internet for example for steam or opening torrents that look like this steam://run/440 (grabbed from steam, this one runs TF2) or this for a magnet link magnet:?xt=urn:btih:9da....

I was wondering how can I make a browser accept these links for my own application, and how can I make my application accept them and act accordingly?

My program is a C# WinForms daemon that runs in the background available in the system tray.

Like I said this is probably a duplicate and I don't mind if it gets marked as one, I just don't know what these things are even called and I would just like to be pointed in the right direction :).