By default Windows hides file extensions. If you want to see or change the extension of a file you need to enable file extensions in Windows.
Below you have instructions on how to turn on file extensions depending on your Windows instalation. After you have enable, you just have to rename the file (press F2 with the file selected) to change the file extension.
How to show file extensions in Windows 8 and 10
Step 1. Open a File Explorer window (This PC)
Step 2. Click on the “View” tab option on the top of the File explorer window
Step 3. Tick the box on “File name extensions” to show file extensions.
How to show file extensions in Windows 7 and Vista Instructions
Step 1. Open Windows Explorer. Click “Organize” in the top left of the window.
Step 2. In the menu choose “Folder and Search options”.
Step 3. In the window that appears, click the View tab, scroll down and untick the box on ‘Hide file extensions for known file types’