There should be a Ribbon button or right-click in the Open menu that allows the user to open the current file being viewed in Mstn or another app (incl non-Bentley).
The workflow for dgn files:
Use MS Explorer + Dgn Preview Handler. Can have many Explorer Folders open which is a big plus.
Open in View to confirm. Can't measure etc in Dgn Previewer (a pity).
Open in Mstn to edit, do some work.
There should also be a 'copy file path to clipboard' in the Open menu. See MS Power Point etc