The .gb means it's a GameBoy file. To play on Windows you'll need to use an emulator. VisualBoyAdvance is well regarded and plays most GB and GBA games. Just make sure you get it from a trustworthy source, I suggest the project's own page at VisualBoyAdvance download | SourceForge.net. You'll wind up doing a few searches to learn which keys are which buttons, etc., but I was up and running in minutes. HTH.