There are several text editors (not necessarily IDEs, but editors) that support sessions that automatically open up the last files that were edited. Opening up other programs can likely be scripted. Windows has had a scripting host that supports languages like VBscript, Jscript, etc. But I know nothing about it, not having used Windows as a primary OS in a decade. Sounds like something to look into, though.
Batch files are simple and will likely work for very simple tasks like opening programs and loading a file as well.