In File Explorer, when you right click on a file and select "Open with" Delimit, the file does not open in Delimit. Similarly, when you double-click on a file, after you have associated the file type with Delimit, the file does not open in Delimit.
This is a known issue with version 4.2.5.
The bug has been fixed and is available as patch 4.2.5.1, downloadable from here:
https://delimitsoftware.com/downloads/Setup_Delimit_4.2.5.1.exe