What should the file be opened with?

I want my ps4 to be able to read this file with what the ps4 can read it

This is a BlueStacks file. I think you can use it to create and share custom game controls!

Yes, but it's not about I want my ps4 to recognize my file, what do I need to do it

What you intend to do with the file is obvious 😄
Unfortunately, I have to disappoint you, as your PS4 is probably up to date you will not be able to jailbreak it.

The stick should be formatted to exFAT if I remember correctly, but as I said, it won't work.

Why should your PS4 recognize this file?

See my answer.

Windows suggests opening Bluestacks is a bug that has nothing to do with Bluestacks.

I don't want to jalibreak my ps4, I want to upload the latest update

You don't need that for that;)