If you have a file with a name that ends with .com, Windows Explorer and My Computer think that file is an MSDOS-application. If you don't like that, all you've got to do is to rename the file, so it doesn't have a .com extension.
So the answer to your "why"-question is: because you saved a file with that name.
Why is my personal email address showing up in my documents under multiple files as a MS-DOS Application on my work computer? I have used the same work computer for two years and this recently started happening. How do I stop this from happening?