Hi
What format the images are saved in by the camera can be optional and set by you.
But is probably restricted to .jpg, .tif or .raw it depends on the camera.
It sounds like you should make some charges in the way that your computer is set up.
Windows Explorer can be set to show a thumbnail image for each photo instead of a icon.
That would probably help a lot, then the photos won't all look the same when you see them in the folder.
Thumbnail Previews - Enable or Disable - Windows 7 Forums
You also need to set your computer to show the extensions for files.
Then you will be able to see what type of file you are looking at.
File Extensions - Hide or Show - Windows 7 Forums
And yes once you find out what format your images are saved in a search for the file i.e. *.jpg will show you where all your photos are.
Mike