Do something like this. This will just give you an idea. I haven't tested the code.
CLongBinary myfield ;
... retrive myfield from database here
BYTE *dataptr = (BYTE*)GlobalLock(myfield.m_hData) ;
// now dataptr points to your raw data, and myfield.m_dwDataLength is the length of that data
CString tempname = ... create temporary filename somewhere
CFile myfile ;
myfile.Open(tempfilename, CFile::modeCreate|CFile::modeWrite);
myfile.Write(dataptr, myfield.m_dwDataLength) ,
myfile.Close() ;
GlobalUnlock(myfield.m_hData) ;
ShellExecute(NULL, _T("open"), tempfilename, NULL, NULL, SW_SHOW) ;