Figure E Next, open ShellExView and display it side-by-side with File Explorer with the right-click menu visible from a folder.

edit: I think I understand why OP is not seeing the Open option in the right click context menu. If you select a bunch of files of a variety of file types, that option is not available.

You can add or remove 'Open With' on Context Menu for BAT or URL files in Windows 11/10 by following the instructions laid down in this post.

If the WIM file contains multiple images, you will be prompted to select an image to open. Extract Files: Click the "Extract" button to open the "Extract WIM file" dialog.