For some reason Microsoft decided that hiding file extensions in Windows was a good idea. This is fine if you are just wanting to distinguish between,say, Word or Excel documents. However once you get beyond the obvious icons, as we often do in AEC, not being able to see file extensions is just a cause of unnecessary confusion.
Having file extensions displayed is also helpful if you are involved in any support discussions!
So unless you have a system admin who has seen the light and turned file extensions on at the system level (which is an easy thing to do) use the appropriate Windows options to display file extensions:
In Windows 10 the relevant options are now in the File Explorer ribbon > View tab > Show/hide group:
Note that I have enabled Dark Mode (after feature upgrade 1809) and also ticked the Hidden Items to make the ProgramData folder and its contents visible.
fire up Windows Control Panel now and find the Folder Options item:
In the View tab, untick ‘Hide extensions for known file types’. The file extensions are a more reliable guide to what file types are listed than the icons alone.
You may also want to check the 'Show hidden files, folders and drives' option if you want to see the ProgramData folder displayed in Windows 7 and above.
Personally I also like the folder tree to expand when I browse, so have ticked the 'Show all folders' and 'Automatically expand..' options.
File extensions on/off setting in Windows 8 affects print output file naming.
For example - File extension ON - in Windows 8 creates a correct .pdf extension.
File extension OFF - in Windows 8 creates a .dgn file extension.