Hi aravindthavithu,
Windows by default does not support these files nativaly. I have been in graphic design and typesetting for years and this has always been a problem.
The best option I have found is to use Adobe Bridge when browsing your graphics files, it is specifically designed for this purpose and integrates perfectly with Photoshop, Illustrator, InDesign . . . etc. and it is a totally free digital asset management solution . ..