I have the following question:
I downloaded a file through Torbrowser, clicking on it I was asked to open an external sw out to Torbrowser. If i start that sw are still in anonymous mode or not?
No, if you open a file downloaded through Tor Browser in external software it will no longer be anonymous and might make a connection to the internet outside of Tor which can deanonymize you.
See my answer to "is it safe to download files through TOR?" for more details on the specifics. I can't flag this as a duplicate of that question because no one has voted or accepted the answer.