So I have requirement to open desktop app through salesforce. I created registry entry which is custom url protocol (details here) and simple component which is essentially a link.
<aura:component implements="flexipage:availableForRecordHome,force:hasRecordId" access="global" >
<a href="test://">link</a>
</aura:component>
aaand it worked. I was able to open executable file.
But I'm slightly worried that it can be somehow blocked by Salesforce or generally it's not good idea (it is not I know, but it would be used only in specific business environment).
Should I be worried about anything?