Could you please let me know the version of Lightroom installed on the computer ?
Also please let me know the workflow that you are following in Lightroom.
This isn't a Lightroom problem. The message means that you don't have a default viewer for JPG files. Since there is nothing set as the default, the system doesn't know what to do, so it issues the error message.
If you're on Windows 10, click the start button in the lower left of your desktop and choose Settings->System->Default apps then click on the Choose a Default below the Photo Viewer title. Choose the appropriate viewer.
The message means that you don't have a default viewer for JPG files
I see, never heard of this error before.
The OP didn't mention the file format, but if it's a propietary raw file or DNG exported as Original, I guess the problem could be a missing codec for that particular format.
I hadn't heard of it, either. You're right--there's no guarantee that the OP was trying to view a JPG, but it seemed probable.