Windows show me dialog with ask what program it should use to open this command.
You can avoid this by using Python explicitly, provided Python.exe is in your PATH. For e.g.
python /path/to/django-admin.py startproject myappname.
If I check python.exe then django-admin.py always show me help about django-admin.py
From the documentation for django-admin.py startproject:
This command is disabled when the --settings option to django-admin.py is used, or when the environment variable DJANGO_SETTINGS_MODULE has been set. To re-enable it in these situations, either omit the --settings option or unset DJANGO_SETTINGS_MODULE.
Can you check if you have set an environment variable named DJANGO_SETTINGS_MODULE? If yes, remove/unset it and try again.