The next page of the org-mode manual on handling links includes the following:

C-c C-o (org-open-at-point)

Open link at point. This will launch a web browser for URLs (using browse-url-at-point), run VM/MH-E/Wanderlust/Rmail/Gnus/BBDB for the corresponding links, and execute the command in a shell link. When the cursor is on an internal link, this command runs the corresponding search. When the cursor is on a TAG list in a headline, it creates the corresponding TAGS view. If the cursor is on a timestamp, it compiles the agenda for that date. Furthermore, it will visit text and remote files in ‘file:’ links with Emacs and select a suitable application for local non-text files. Classification of files is based on file extension only. See option org-file-apps. If you want to override the default application and visit the file with Emacs, use a C-u prefix. If you want to avoid opening in Emacs, use a C-u C-u prefix.

If the cursor is on a headline, but not on a link, offer all links in the headline and entry text. If you want to setup the frame configuration for following links, customize org-link-frame-setup.

So, I think,

1) you'll want to look at either modifying the org-file-apps variable, or make the file association in your OS.

2) it seems you can use C-u C-c C-o to force a file link to open in emacs. (I've just discovered this now - I had been replacing those file: links with file+emacs: links, but this seems very useful to know.)

3) I'm still learning myself, so beside the org-mode manual itself I frequently use the various describe-* functions: describe-function, describe-variable, describe-mode, et al. I'm using spacemacs, which exposes all of those under "SPC h d", and it's been really useful as I learn more and more about emacs.

Hope that helps...