Don't start adding extensions to files. Putting .xlsx at the end of the name of a text file won't make it open in Excel (as an example). The file has to be of the type you're naming itfor renaming it to make it work. If it downloads without an extension (as seen in the phone, not as seen from a Windows computer), it may not have an extension, and may not be a file you can open in the phone.
If it shows an extension in My Files, but not in Windows, In the Windows Explorer (the thing you're looking at files with in a Windows computer) click View in the top menu. All the way to the right, click Options, then "Change folder and search options", then the View tab. Just before the bottom option that's showing should be "Hide extensions for known file types", and it should be checked. Click it to remove the check. Now files you see in Windows will show their extensions, even files in a plugged-in phone. (By default, Windows doesn't show known extensions - which leads to people running viruses without realizing it - a file named file.jpg.exe will show as file.jg, and you'll click on it to see what it looks like. But it's an .exe file and it runs. (Even worse is a .bat file that just silently formats your hard drive - including Windows. file.jpg.bat would still show as file.jpg.) It's been that way for many versions of Windows, it keeps causing problems for people, and Microsoft won't change the default.