Its an Apple file type, prolly a program or application of some sort, similar to a Windows-based ISO file which is suitable for burnin' an app or program to optical media so it can be installed or run on another machine. It may or may not work in a Windows environment, and there's always the possibility it might be malicious, particularly if you know nothin' about it or where it came from. If you're all that curious, you might try to see if it can be extracted by a zip utility - have a currently updated antivirus scan it first, of course - then see if it contains a "Read Me" file of any sort which describes it and its purpose before you try to run it. Personally, if I came across such a critter under unexplained circumstances, I'd prolly just delete it and forget bout it.
Well, that'd be the best thing to do - but knowin' me, actually, I'd prolly do whatever it took to figure out what the file contained. I bring myself some aggravation that way once in a while, but I'm one of those perverse types that find that sort of thing entertainin'. I often find myself sayin' "Oh .... Damn! I wish that hadn't happened! Shoulda known better. Well, now how do I fix this mess?"