Usually, you should open bluestacks first then open apps.
Using shortcut can let you open app directly, even run it from command.
Step 1. find "My Apps" path, default path is in
C:\ProgramData\BlueStacks\UserData\Library\My Apps
Step 2. double right-click th app shortcut.
If you want to run the app from command, the command is:
C:\ProgramData\BlueStacks\UserData\Library\My Apps\YOURAPP.lnk
for example:
C:\ProgramData\BlueStacks\UserData\Library\My Apps\Facebook.lnk
Reference:
Using Bluestacks to run an android app directly from Windows command line or Desktop Shortcut
http://superuser.com/questions/739747/using-bluestacks-to-run-an-android-app-directly-from-windows-command-line-or-des