Often it helps to know what the file extentsion is.
So a Word document might be "holiday.doc" (the "doc" is the extension).
But Windows does not always show the file extension (it is hidden by default).
If you go into your "Folder and Search" options there is an option called "Hide extensions for known file types".
Turn this option OFF (remove tick) and save the changes.
Now the file you want to open will have its extension displayed.
If you tell us what the extension is we can tell you what will open it.
p.s. The text and instructions above are for Windows 7. The instructions for XP or Vista wil be different, but you may be able to find it using my instructions and adapting them slightly.