Are there predefined keywords/codes that when sent from a pic to a computer running windows (UART) can elicit certain actions (like show a special pattern or open a picture on the screen) on the computer directly without requiring to program a special app to process the signals sent (like VB.net)?
No, there aren't. If nothing else, it would be a security nightmare for anyone who used serial comms to connect to other systems.
Exception: Some systems allow you to use the serial port as the "console". If that's the case, then you get access to a command prompt, at which you can enter any command you like.