File extensions (.exe, .txt etc.) are not shown in Windows. If you need to change the format of the file (between archival formats, to extract images etc.), the extensions need to be visible.
This is done by changing the folder option settings.
For Vista/Windows 7
Go to Control Panel > Appearance and Personalization > Folder Options.
For Windows XP
Go to Control Panel (switch to Classic view if not already using it) > Folder Options.
To show extensions, under ‘View’ tab, uncheck ‘Hide extensions of known file types’. Hit Apply and then Ok.
If you need to hide extensions again, repeat the steps and check the Hide extensions option.
If you use some software (Filezilla etc.), you can see extensions without tweaking any settings. If you only need to change a file of one type to another, you can open it, use “Save as” and enter the file name in the format filename.extension within double quotes, for example “testdoc.doc”