So, when I double click a file in windows explorer, Intellij fires up, but instead of just showing me the file I want to see, shows up the following message:

I think I get what it means: it means this given .java file isn’t associated with an Intellij project.
That’s actually true, but even so I’d like to be able to open the file and see it with syntax highlighting and such.
How to overcome this problem?
Thanks
It’s a known limitation which we plan to address in the future versions to allow opening and editing individual files without project context.
Please watch/vote the related issue.