You would need to add the "Open" option to your context, so you can use it. You can do so by launching Path Finder > click on Path Finder button in the menu dock > click on Preferences > Features > Context menu and drag-and-drop OPEN option in from the left to right-column. After this, you would be able to use the option once files are selected.
Alternatively, you can simply use the arrow displayed next to the filename.
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