Go to Window→ Preferences → JavaFX and browse to find the SceneBuilder. Then you should be able to click on the fxml file and open in SceneBuilder
Also note if you have no idea where SceneBuilder is on your computer, there are handy command prompt or terminal commands you can use.
dir "SceneBuilder.exe" /s
I agree with Gavin's steps but I also had issues doing it as well and want to clarify.
Go to Window→ Preferences → JavaFX and browse to find the SceneBuilder.This is the Scenebuilder.exe file, and it may be easier to find the file path first by searching for it through your file explorer first. The way I did it was I searched my C: drive for scenebuilder.exe, then copied the file path to the promoted field for SceneBUilder Executable