Doc says only "other plugins can provide their own links". I guess it's done by means of services. Would be nice to be able to specify links' syntax in some simpler way, like xml definitions. I've been using an editor which could be configured to enable links for any external program, with arguments. I configured it to recognize patterns like: [program.exe arg1 arg2].
The XML definition could consist of 3 pieces:
command - for command type, with references $1 allowed
I'm surprised currently links can only be opened in editor, not with Desktop.