If you already have an application open, you may want to drag the file in question directly into the application. However, the application is usually in the way of the file's icon. However, if you minimize the application, you can drag the document onto the application's button on the taskbar. What we can do is minimize the Word window, then drag the icon down to the Word button that sits on the taskbar. When you drag, the outline of the icon should be dragged onto the button, similar to the picture below.
When you hover the icon over the Word button, Word restores its window. You can then drag the icon into the area where you would see the documents, then let go of the mouse. This will open up the file. (NOTE: during this dragging process, the mouse button should NEVER be released)