linux file extension are purely optional and are there for readability and ease of management.
if you want to run a the file "file.inf" then you can set its file permissions with
chmod +x file.inf
then just run it (if you are root you might need to use the full path or ./file.inf
That is to stop root running anything locally by accident, image someone created a file ls.sh with nasty stuff in and convinced root to check the directory contents where it lay ...
and yes I did a lot of that at college