A PGN-file is simply a textfile.
If you double-click the file and windows doesn't know what program to open with, just choose the simple text edit program that comes with windows. Then you can see the contents with no problem.
Or you can rename the xxx.PGN to xxx.TXT adn go from there.
Since it is only a textfile, you can mark the text to copy it and then paste it into Fritz and let Fritz take care of it.