A recent problem is how to do file extensions when they are said. Though there is really no "rule" for this, I would suggest that you do them just as they appear at the end of the file name. This eliminates having to do something with the "way" the name might be said.
...He sent it as a .jpg, I believe.
...There was nothing I could do with the .pdf in any way.
...She requested it as a .png file.
Happy punctuating!
Margie