It makes the file hidden. To see it, open explorer, press ALT, click on the Tools menu and open Folder Options. Click on the View tab and check the "show hidden files, folders or drives".
Alternatively, if you want to open the folder while leaving it hidden you can browse to the folder manually. Open explorer again, click in the white space of the address bar to get the normal file path (C:\etc) instead of the pretty gui, then manually type in the folder's path.