What a shapefile is
The shapefile is Esri’s file format for map data, used by GIS software, government open-data portals, surveyors and planners. One shapefile is several files with the same name: the .shp file holds the shapes (points, lines or areas), the .shx file an index, the .dbf file the attributes (a table with one row per shape), the .prj file the coordinate system and, often, a .cpg file the text encoding of the attributes.
Because it is several files, shapefiles are usually sent as a ZIP archive. Map data from Google Earth opens in the KML viewer, GPS tracks in the GPX viewer.