Double-click the icon.
Double-clicking an icon executes the object's default action, which is always the first action in the Actions portion of the Selected menu. For most data files, the default action opens the file by starting the appropriate application and loading the file.
Or, select the icon, then go to the menu bar and choose Open (or Open In Place or Open New View) from the Selected menu.
Or, choose an Open item from the icon's pop-up menu (displayed by pressing Shift+F10 or mouse button 3).