as for as we know this is not a function of the wallet, but of your host OS.. You must associate the heavycoin: prefix with heavycoin-Qt command.
yes and no - all of these functionalities stem out of the Bitcoin ecosystem, and the URI protocol handler is no different, per
BIP21:
Graphical bitcoin clients SHOULD register themselves as the handler for the "bitcoin:" URI scheme by default, if no other handler is already registered. If there is already a registered handler, they MAY prompt the user to change it once when they first run the client.
Note that I can't really think of an altcoin that actually does this, either while running the GUI or as part of the installation process (another reasonably place to put it).