Files with names like "main" and "overlay" in your download folder are often photos with filters; you may need to use a tool like WinRAR to extract them properly if Windows blocks them.
If this is one of your own files from a data export, you can find and save it by: Download Snapchat 186393860 jpg
If you are trying to download or manage files like this, here is how you can handle them: 1. How to Download This File Type Files with names like "main" and "overlay" in