When you double-click a file or an attachment or open a file, how does Windows know what application to use? Every file has a name followed by a period (.) and 2 or more letters and/or numbers. This is called the file extension. For example, Word files have a .doc or .docx at the end; Adobe Reader documents have a .pdf; most of your pictures have a .jpg; many of your tunes have an .mp3 at the end.
Windows has a table. One column is file extensions that your particular computer “knows” about. The second column has application names in it. Yours may be different than mine depending on what applications you have installed and in what sequence they were installed. So, the short answer is that your computer looks at the file extension on the file you are trying to open and looks it up in the table to decide which application to open it with: e.g, Word, Adobe Reader, a picture display program, iTunes or Windows Media Player.
If you try to open a file and Windows can not find the extension in its table, it will not open it and will give you a message telling you so.
All to often, people mistakenly alter the file extension. When they do that, no one will be able to open it.
If you receive a file attached to an email and can not open it, the file name after the dot has either been mistakenly altered or it was saved using an application program that was on the senders computer but not yours.