|A file can contain anything. Under Windows (and under MS-DOS before it), the convention was established that the characters following the last period in a file name, called the file "extension", tells you what kind of data that file contains. ".EXE", for example, is an EXEcutable program. ".JPG" is a jpeg compressed image file, ".TXT" is a plain text file, and so on.|
In addition to knowing what type of data a file contains, Windows also needs to know what program should be used to access that file.
If that information is missing, then "This file does not have a program associated with it..." is one of the possible error messages.
In email, this most commonly happens when someone sends you an attachment with data created by a program you don't have
The most common way to resolve this issue is simply to install a program that understands files of that type.