A URL like:
file:///C:/Program Files/SketchUp/SketchUp 2013/SketchUp.exe
should open SketchUp [with a new file from a template] when run in IE, but the user will be prompted to let it execute because any exe has to have express permission - these are strict internet protocols to protect from virus/trojans etc that might otherwise do things without the user's prior knowledge...
In other browsers like Firefox/Chrome you'll get different results, but all will ask the user what to do - usually they as you if you want to save the file NOT run it ! ...