Microsoft by default hides file extensions unless you deliberately choose to see them. It's really helpful to know the suffix at the end of a file name. For example, if you see a file simply named "WARNING", double clicking on it may get you useful information if its extension is ".txt", but it can deliver great grief to you if its extension is ".exe" and it was written by a sociopath.
It is important to set your computer so that it shows file extensions. All the instructions and tips about MarpX Privacy will make more sense if you do.
To show extensions, go to the Windows start menu (usually in the lower left corner).
Type "folder options" in the "Search programs and files" box at the bottom. This pop-up dialog appears. Choose the "View" tab.
Uncheck the box for "Hide extensions for known file types". Then click on the Apply button, then OK at the bottom.
Forever after, Windows should show the file extensions.