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).
i've compiled the installer with support for this and the dev fixed the "bitcoin:" uri handling to accept "skeincoin:"