On Windows 7 (and I assume later versions of Windows), image files including .pdn, .png, and .ico show you a preview of the image on certain explorer view modes:
Frequently I’ll run across a place/model and although I thought I named the file properly at the time I don’t know what the file is in the present without opening it. It would be really handy for place/model files to use their ThumbnailCamera (if they have one) or CurrentCamera to generate a thumbnail of the file which can be displayed in the explorer without having to open the file. I doubt this is something hard-coded into the OS that only works with png/ico/etc files because paint.net images have previews too, which isn’t a program that was shipped with Windows 7 / endorsed by Microsoft, so it should be possible to implement for any type of file.