Yep as iviv said, if you have already enabled 'show file extensions' and they are still showing as just 'files' then they don't have an extension.
If it's to do with emulators, then try to find the extension of a similar file and just add it manually. Or simply try opening it with your emulator (file>open rom). You don't usually need an extension if you go to file>open, if the emulator understands the file it will just open it.