|You said "What is a TMP. File?"|
Then later "I know a .TMP File means a temporary file"
Then I assume you must want to know where temporary files come from.
They arrive due to all kinds of system activity, for example when a program is installed. Mostly they are of no consequence and are deleted by the system. When they remain they are normally worthless (well, at least once you have rebooted).
I think this is the reason for Bryan's first line. Normally they are of little value or interest. Generally "trying to open" files that are not understood is best avoided in case they are viruses.