So we thought we would put together a quick tutorial on how to do just that – capture a Nexus OTA URL. That way, should Android 4.4.4 or 4.5 or 5.0 show up some day, we will all be prepared to ...

Why right-clicking a file has the file browser while the Settings app doesn't is beyond me. However, because shortcuts are special, you don't get the "open with" context menu on .lnk and .url files.