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File extensions aren't as important in the unises as they are in some other well known OSs; so a shell script does not *need* to have a .sh extension, but it does provide a form of ID for the developer. So the answer to your question is no.
The rc.d, if it exists, is a directory -- not a file; it is distro-dependent. It usually contains init.d which holds all the boot scripts, all the run-level symlinks, and rcsysinit.d.
As per Trickie, and to expand, it's a convention (like the .sh thing) that if an entry under /etc ends in '.d' then it's a actually a dir, not a file.
Strictly speaking, under *nix, file extensions are a matter of (optional) convention, but because almost everybody uses them (and some tools recognise certain ones by default), it's as well to keep using them.
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