You put the program name first and pass the file name as an argument.
In a command prompt:
start notepad.exe c:\temp\AdminTest.txt
start "My window title" notepad.exe c:\temp\AdminTest.txt
help start
In a Powershell prompt:
start-process notepad.exe C:\temp\AdminTest.txt
start-process notepad.exe -ArgumentList C:\temp\AdminTest.txt
get-help start-process
However ,sometimes a window asking me to find an application
If you try to "start c:\temp\somefile.txt", Windows looks to see what program is associated with .txt files and launches it. You'll get that prompt if there is no program associated with the file extension.
So I use "os.system("start "" "cai/bb1.swf" "cai/aa1.exe"")" to run it by python.
Start is a cmd.exe command. There is no start.exe. I don't have Python installed but I would expect one of these options would work. The first example might cause python to hang while aa1.exe is running. You will just have to test.
os.system("cai/aa1.exe cai/bb1.swf")
os.system("cmd.exe /c start cai/aa1.exe cai/bb1.swf")
You may also need to specify the full path to the files. (C:\SomeFolder\cai\aa1.exe)
Python's os module may implement it's own start command. I've seen examples like os.system('date'), which I would normally not expect to work because there is no date.exe program. Again, I don't have python installed to be able to test.