The portion with the HTTP://,FTP://, etc are called URI Schemes
HTTP://
FTP://
You can register your own through the registry.
HKEY_CLASSES_ROOT/ your-protocol-name/ (Default) "URL:your-protocol-name Protocol" URL Protocol "" shell/ open/ command/ (Default) PathToExecutable
Sources: https://www.iana.org/assignments/uri-schemes/uri-schemes.xhtml, http://msdn.microsoft.com/en-us/library/aa767914(v=vs.85).aspx
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