The program/application currently selected for it may not be supporting
that format. Rightclick the file again and select "Open with...>"
Then select one of the programs listed or click "Choose program".
If it is a JPG, select a graphics program or if a TXT file select a word
processing program, etc.
OK, I see. Rightclick it again, but select Properties and see if it has any
files within the folder. If none, it will not open or show as blank. Are you
using Windows Explorer?